# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001532203-25-000068
**Filing Date:** 2025-12
**Character Count:** 3056093
**Document Hash:** e0b5c48208e28594bce052fbd0004f2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001532203-25-000068.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001532203-25-000068

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 251598982

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106695410

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Total International Bond II Index Fund (Series ID: S000067956)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000217896 | Investor Shares      | VTIIX           |
| C000217897 | Institutional Shares | VTILX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD CHARLOTTE FUNDS

- **b. Investment Company Act file number:** 811-22619

- **c. CIK number of Registrant:** 0001532203

- **d. LEI of Registrant:** 549300Z9BHDBGHMJLU94

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TOTAL INTERNATIONAL BOND II INDEX FUND

- **b. EDGAR series identifier (if any):** S000067956

- **c. LEI of Series:** 549300ROYBGCYUJI4283

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

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

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $134745122125.25

**Total Liabilities:** $1004413017.21

**Net Assets:** $133740709108.04

**Cash Not Reported:** $932970708.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -26100.29112953 | **1-Year:** -3086272.67075752 | **5-Year:** -9516454.57674015 | **10-Year:** -9391903.85962185 | **30-Year:** -3513393.22677978

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

- **3-Month:** -172.01428853 | **1-Year:** -13971.21140874 | **5-Year:** -26823.69128637 | **10-Year:** -16565.37329613 | **30-Year:** -2945.39256832

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000217897 | -0.01%               | 0.59%                | 1.05%                |
| Class ID C000217896 | 0.10%                | 0.54%                | 1.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3131728.95              | $2304504043.12                             |
| Month 2  | $-38946862.52            | $308570191.29                              |
| Month 3  | $19951958.86             | $-1658517351.29                            |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3392090.75    | 0.00%             | 2028-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       8570000 | PA      | $10965607.42   | 0.01%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     150890000 | PA      | $108422988.24  | 0.08%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5859134.06    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1361718.65    | 0.00%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |       2200000 | PA      | $1395156.94    | 0.00%             | 2027-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2730708.38    | 0.00%             | 2029-01-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      21862000 | PA      | $25543237.89   | 0.02%             | 2028-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15981000 | PA      | $17287862.68   | 0.01%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      16470000 | PA      | $12354640.73   | 0.01%             | 2032-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5707050000 | PA      | $25123688.75   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| E-L Financial Corp Ltd                                                          | E-L FINANCIAL                  | CUSIP: 26857QAA9<br>LEI: 5493008YS2NMV2UCI287 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $619437.24     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      91450000 | PA      | $21735626.15   | 0.02%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     205367000 | PA      | $229201844.32  | 0.17%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                      | GIVAUDAN FIN EUR               | CUSIP: N/A<br>LEI: 213800MGRS1DZVKTKA03       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4214735.48    | 0.00%             | 2032-04-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GE Capital Canada Funding Co                                                    | GEN ELEC CAP CAN               | CUSIP: 36158ZBK1<br>LEI: 0J5QMY71ANJ6F7HPJJ52 | Long             | DBT              | CORP              | CA        |        735000 | PA      | $549214.40     | 0.00%             | 2037-10-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4000000000 | PA      | $24281977.81   | 0.02%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       6100000 | PA      | $7771977.25    | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     119407000 | PA      | $140297052.10  | 0.10%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3061198.58    | 0.00%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       4700000 | PA      | $5270188.25    | 0.00%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Plenary Health Bridgepoint LP                                                   | PLENARY HEALTH B               | CUSIP: 72909AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        803838 | PA      | $699333.22     | 0.00%             | 2042-08-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $9633631.50    | 0.01%             | 2028-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |       7369000 | PA      | $6835921.65    | 0.01%             | 2039-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      68567000 | PA      | $48217427.90   | 0.04%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1387000 | PA      | $1978857.36    | 0.00%             | 2031-11-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Logicor 2019-1 UK PLC                                                           | LOGICOR                        | CUSIP: N/A<br>LEI: 635400V9BO1NJKELQ692       | Long             | DBT              | CORP              | GB        |       3486000 | PA      | $4468901.16    | 0.00%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                   | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |       1900000 | PA      | $2087009.07    | 0.00%             | 2028-04-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2246408.92    | 0.00%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      18700000 | PA      | $13891060.78   | 0.01%             | 2034-06-12      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12800000000 | PA      | $59936284.47   | 0.04%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                            | SWEDEN KINGDOM                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |      66000000 | PA      | $75775587.10   | 0.06%             | 2028-06-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | UTMOST GRP                     | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2378631.36    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: ZS6668397<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $2265612.23    | 0.00%             | 2049-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       6600000 | PA      | $4683143.63    | 0.00%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  660000000000 | PA      | $40374870.96   | 0.03%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6886079.91    | 0.01%             | 2033-10-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       4796000 | PA      | $5440722.98    | 0.00%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     182046000 | PA      | $228355398.85  | 0.17%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| City of Greater Sudbury Canada                                                  | GREATER SUDBURY                | CUSIP: 392362AC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        827000 | PA      | $400141.70     | 0.00%             | 2050-03-12      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3040682.74    | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       3496000 | PA      | $4013604.37    | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $3591461.56    | 0.00%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |       3900000 | PA      | $3734702.93    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1146683.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5092000 | PA      | $5004698.36    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAM0<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $690852.79     | 0.00%             | 2030-12-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9146836.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3721160.21    | 0.00%             | 2035-07-31      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1550000000 | PA      | $53846089.22   | 0.04%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866A98<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3776000 | PA      | $2795242.86    | 0.00%             | 2034-08-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8800000 | PA      | $6555961.41    | 0.00%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       4050000 | PA      | $3108081.84    | 0.00%             | 2034-01-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Mondi Finance PLC                                                               | MONDI FINANCE PL               | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5841279.51    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3700000 | PA      | $4536467.34    | 0.00%             | 2029-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AQ2<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        858000 | PA      | $604024.05     | 0.00%             | 2028-03-31      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     157932000 | PA      | $116280358.47  | 0.09%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12337.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     170458000 | PA      | $94238893.06   | 0.07%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  509661000000 | PA      | $35673416.76   | 0.03%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      17420000 | PA      | $12757207.96   | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153AC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       5482000 | PA      | $3680507.04    | 0.00%             | 2048-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING BELGIUM SA                 | CUSIP: BG0704620<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      15000000 | PA      | $15528711.94   | 0.01%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       1419000 | PA      | $924610.73     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |        406000 | PA      | $410283.59     | 0.00%             | 2052-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1662000 | PA      | $1112302.88    | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       3429000 | PA      | $2071407.67    | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5817510.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12719443.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: LW1558276<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5634087.78    | 0.00%             | 2028-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11104564.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $24321335.78   | 0.02%             | 2030-03-02      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      86557000 | PA      | $99796928.79   | 0.07%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2400000000 | PA      | $15354426.32   | 0.01%             | 2027-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Tikehau Capital SCA                                                             | TIKEHAU CAPITAL                | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3876542.99    | 0.00%             | 2030-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1092700000 | PA      | $7264387.44    | 0.01%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      16500000 | PA      | $17311230.44   | 0.01%             | 2032-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      18440000 | PA      | $15846826.83   | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4832799.40    | 0.00%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       5581000 | PA      | $6150147.93    | 0.00%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       9100000 | PA      | $10635426.10   | 0.01%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       6300000 | PA      | $7360360.74    | 0.01%             | 2035-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $2980472.71    | 0.00%             | 2033-01-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                               | OPB FINANCE TR                 | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2442000 | PA      | $1749761.29    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                | WPP FINANCE 2013               | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |       1393000 | PA      | $1163566.72    | 0.00%             | 2046-09-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8900000 | PA      | $8056538.07    | 0.01%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE                 | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       2240000 | PA      | $1741882.96    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                           | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |       1860000 | PA      | $2116935.32    | 0.00%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-160541.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      21000000 | PA      | $17428598.98   | 0.01%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      75300000 | PA      | $54802986.20   | 0.04%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance DAC                                                   | HAMMERSON IRLND                | CUSIP: N/A<br>LEI: 63540093EUHUMTGSHN61       | Long             | DBT              | CORP              | IE        |       2686000 | PA      | $3056341.04    | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $5347938.73    | 0.00%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       8000000 | PA      | $9505141.51    | 0.01%             | 2029-04-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2171297.34    | 0.00%             | 2039-04-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                            | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |       5786000 | PA      | $6401484.87    | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        700000 | PA      | $758558.15     | 0.00%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       1750000 | PA      | $1388505.88    | 0.00%             | 2031-07-04      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                   | VATTENFALL AB                  | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |       6457000 | PA      | $9493614.34    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $8452347.99    | 0.01%             | 2031-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $21852113.61   | 0.02%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      12373000 | PA      | $11203150.90   | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3375987.88    | 0.00%             | 2034-05-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co V LLC                                                      | KKR GR FIN CO                  | CUSIP: N/A<br>LEI: 549300CDHTQI6RR8MR96       | Long             | DBT              | CORP              | US        |       4368000 | PA      | $4796389.91    | 0.00%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3345081.30    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $3042894.43    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2692000 | PA      | $1976983.84    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Flagship Finance PLC                                                            | FLAGSHIP FINANCE               | CUSIP: N/A<br>LEI: 213800H48GBZ7A3H5423       | Long             | DBT              | CORP              | GB        |       1254000 | PA      | $675318.13     | 0.00%             | 2061-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5161604.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11622271.97   | 0.01%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                  | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2723535.84    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       8000000 | PA      | $4581110.26    | 0.00%             | 2027-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     112695000 | PA      | $103401792.60  | 0.08%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      14481000 | PA      | $16458887.35   | 0.01%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      41000000 | PA      | $47489737.73   | 0.04%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      11476000 | PA      | $7347411.93    | 0.01%             | 2029-05-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      78368090 | PA      | $45438670.69   | 0.03%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      37078935 | PA      | $51909384.97   | 0.04%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       2194000 | PA      | $2139365.34    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $5944342.35    | 0.00%             | 2031-10-14      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: AR6504922<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4388526.98    | 0.00%             | 2030-03-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       2700000 | PA      | $3209810.23    | 0.00%             | 2030-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                          | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       1530000 | PA      | $1004767.82    | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: ZP3184121<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3737863.19    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       1900000 | PA      | $2626049.26    | 0.00%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7007950000 | PA      | $44578815.47   | 0.03%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      12000000 | PA      | $14492899.91   | 0.01%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AB0<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       2557000 | PA      | $1936402.58    | 0.00%             | 2041-05-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       6276000 | PA      | $5913479.52    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: AZ0174443<br>LEI: 3538001KIDW45H6JDO83 | Long             | DBT              | CORP              | JP        |     630000000 | PA      | $3912356.01    | 0.00%             | 2029-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                             | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $5815688.07    | 0.00%             | 2029-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CB6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1899000 | PA      | $2098507.66    | 0.00%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12359200000 | PA      | $80055328.58   | 0.06%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1928857.12    | 0.00%             | 2027-11-04      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                           | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6740781.61    | 0.01%             | 2032-09-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3622832.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       7500000 | PA      | $8809604.40    | 0.01%             | 2032-11-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BJ2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1131265.69    | 0.00%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5500950000 | PA      | $24283265.75   | 0.02%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      19000000 | PA      | $21980782.33   | 0.02%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: ZR4572056<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      17500000 | PA      | $18349255.27   | 0.01%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $18934385.30   | 0.01%             | 2026-12-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SP Manweb PLC                                                                   | SP MANWEB                      | CUSIP: N/A<br>LEI: 2138009ZFBGRSP57KS35       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $133053.09     | 0.00%             | 2027-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       8640000 | PA      | $5874384.39    | 0.00%             | 2031-12-15      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      10729000 | PA      | $12108325.37   | 0.01%             | 2027-01-18      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3305357.99    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                       | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1268562.97    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZAM8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1444637.48    | 0.00%             | 2036-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2341000 | PA      | $1532251.98    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                              | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3282622.07    | 0.00%             | 2029-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Juturna European Loan Conduit No 16 PLC                                         | JUTURNA EURO                   | CUSIP: N/A<br>LEI: 2138002G6EP1VAWYE654       | Long             | DBT              | CORP              | GB        |       1582124 | PA      | $2112198.62    | 0.00%             | 2033-08-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $5500556.07    | 0.00%             | 2040-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      69424000 | PA      | $74651881.69   | 0.06%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6078434.95    | 0.00%             | 2034-04-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                  | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5748805.85    | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                        | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |       4062000 | PA      | $4322919.28    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109CQ2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $497803.39     | 0.00%             | 2029-12-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1211000 | PA      | $824959.92     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAW3<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2180000 | PA      | $1518108.92    | 0.00%             | 2028-05-30      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       3610000 | PA      | $3753174.81    | 0.00%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                        | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |       8800000 | PA      | $10398498.05   | 0.01%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                       | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |       6836000 | PA      | $7899188.58    | 0.01%             | 2049-05-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      31986000 | PA      | $31778429.42   | 0.02%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $11500013.83   | 0.01%             | 2028-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3195815.60    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: 225313AU9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $5358087.06    | 0.00%             | 2035-10-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     190000000 | PA      | $26713104.14   | 0.02%             | 2030-07-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     509222479 | PA      | $445870571.77  | 0.33%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $8936833.18    | 0.01%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: ZS5393112<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4543528.97    | 0.00%             | 2029-05-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1376000 | PA      | $1566416.12    | 0.00%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $29614.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |       3003000 | PA      | $2109147.00    | 0.00%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $5556388.32    | 0.00%             | 2033-06-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |       5900000 | PA      | $7072896.74    | 0.01%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16509.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                               | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |       3072000 | PA      | $3753196.24    | 0.00%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | COASTAL GASLINK                | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      13000000 | PA      | $10210432.93   | 0.01%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: EK7876270<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       7900000 | PA      | $7644723.29    | 0.01%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       3388000 | PA      | $2789489.65    | 0.00%             | 2039-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-558352.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1294504.12    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |        440000 | PA      | $360580.19     | 0.00%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      20000000 | PA      | $23215109.86   | 0.02%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                         | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |       2000000 | PA      | $2343404.65    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCK4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      43700000 | PA      | $32168247.52   | 0.02%             | 2029-11-30      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       1876000 | PA      | $2106978.69    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       7931000 | PA      | $7803479.22    | 0.01%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |       3775000 | PA      | $4243498.65    | 0.00%             | 2028-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                                                          | BK OF QUEENSLAND               | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |       7925000 | PA      | $9125594.12    | 0.01%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5970931.89    | 0.00%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10500000000 | PA      | $66399980.53   | 0.05%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23590.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energir SEC                                                                     | ENERGIR SEC                    | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       2684000 | PA      | $1852747.85    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    1054500000 | PA      | $111857073.29  | 0.08%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2394777.50    | 0.00%             | 2032-01-23      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5059.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                        | NEXI                           | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      11750000 | PA      | $13062363.65   | 0.01%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2336553.84    | 0.00%             | 2032-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15895350000 | PA      | $79745354.70   | 0.06%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |       1257000 | PA      | $1400058.04    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                             | AVERY DENNISON                 | CUSIP: 053611AQ2<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6938553.38    | 0.01%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       6200000 | PA      | $7494086.46    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |        801000 | PA      | $908598.30     | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     272500000 | PA      | $1722256.76    | 0.00%             | 2028-08-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $12740068.22   | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     146677112 | PA      | $168586841.39  | 0.13%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      12000000 | PA      | $7902671.05    | 0.01%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCI QuadReal Realty                                                             | BCI QUADREAL REA               | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      19366000 | PA      | $12978438.58   | 0.01%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       7500000 | PA      | $8926376.78    | 0.01%             | 2031-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     133000000 | PA      | $20176923.05   | 0.02%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $16618994.98   | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4272000 | PA      | $4709786.37    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5307000 | PA      | $3650845.18    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      20000000 | PA      | $23233095.81   | 0.02%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |        350000 | PA      | $217680.62     | 0.00%             | 2028-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      25360000 | PA      | $18707847.16   | 0.01%             | 2029-06-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4515000 | PA      | $5083538.12    | 0.00%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: BH5287462<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      10599000 | PA      | $11997238.32   | 0.01%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BH5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       1776000 | PA      | $1251205.08    | 0.00%             | 2028-11-08      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       5250000 | PA      | $6532427.01    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      43885000 | PA      | $53640710.48   | 0.04%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   20673470000 | PA      | $58933072.13   | 0.04%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      13600000 | PA      | $15828788.13   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2746424.48    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Danmarks Skibskredit A/S                                                        | DANMARK SKIBSKRD               | CUSIP: N/A<br>LEI: 549300T70JXFWEXCK295       | Long             | DBT              | CORP              | DK        |        700000 | PA      | $759909.15     | 0.00%             | 2028-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6111591.16    | 0.00%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       7000000 | PA      | $5633187.56    | 0.00%             | 2037-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAD6<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       3845000 | PA      | $2678914.89    | 0.00%             | 2032-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                  | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |       5947000 | PA      | $6817072.80    | 0.01%             | 2027-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | COASTAL GASLINK                | CUSIP: 19046FAW2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       1312000 | PA      | $1068666.49    | 0.00%             | 2049-06-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                       | COGECO COMMUNICA               | CUSIP: 19239CAA4<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |       2104000 | PA      | $1434660.68    | 0.00%             | 2031-09-22      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       4958000 | PA      | $5652410.65    | 0.00%             | 2027-01-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1140241.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1462800000 | PA      | $9850788.12    | 0.01%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Just Group PLC                                                                  | JUST GROUP PLC                 | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |       1900000 | PA      | $2599584.86    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                 | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $12251009.84   | 0.01%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8225335.25    | 0.01%             | 2030-09-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   22000000000 | PA      | $141484097.07  | 0.11%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9003150000 | PA      | $59430458.56   | 0.04%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $14867781.82   | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       1800000 | PA      | $1934744.08    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     571174000 | PA      | $87584756.26   | 0.07%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       8000000 | PA      | $5974298.24    | 0.00%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       9264000 | PA      | $10760633.51   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      13000000 | PA      | $15432718.09   | 0.01%             | 2027-11-29      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $23306763.98   | 0.02%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1603000 | PA      | $986035.59     | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       2440000 | PA      | $1589999.13    | 0.00%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3571390.30    | 0.00%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                             | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2809061.50    | 0.00%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       4750000 | PA      | $3408927.62    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCL0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $965872.73     | 0.00%             | 2052-05-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $7042015.25    | 0.01%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      12415000 | PA      | $13260150.33   | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: N/A<br>LEI: E0KSF7PFQ210NWI8Z391       | Long             | DBT              | CORP              | US        |      13000000 | PA      | $15340607.17   | 0.01%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       8000000 | PA      | $9559506.02    | 0.01%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       7250000 | PA      | $7291677.44    | 0.01%             | 2031-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | DBT              | CORP              | US        |       2786000 | PA      | $3164478.29    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2419775.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saltaire Finance PLC                                                            | SALTAIRE FINANCE               | CUSIP: N/A<br>LEI: 2138005HL9O4VFW2HY47       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $599604.31     | 0.00%             | 2051-11-23      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      43611000 | PA      | $61016674.41   | 0.05%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       7412000 | PA      | $7799029.04    | 0.01%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  710151000000 | PA      | $46713745.59   | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      46430000 | PA      | $33690005.91   | 0.03%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      11300000 | PA      | $11861567.93   | 0.01%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-185                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     160109000 | PA      | $179585410.21  | 0.13%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                               | CNH INDUSTRIAL                 | CUSIP: 12658MAD3<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |       1326000 | PA      | $963098.04     | 0.00%             | 2028-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      15600000 | PA      | $11156949.12   | 0.01%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14190000000 | PA      | $75852423.55   | 0.06%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     555590000 | PA      | $26619905.07   | 0.02%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |        400000 | PA      | $457604.15     | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                    | FORD CRED CANADA               | CUSIP: 34527ACY4<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3299509.22    | 0.00%             | 2028-05-23      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     113287000 | PA      | $128818295.31  | 0.10%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      14819000 | PA      | $15636671.56   | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAH9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $482516.78     | 0.00%             | 2053-07-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      15000000 | PA      | $18486580.27   | 0.01%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       1464000 | PA      | $1581978.96    | 0.00%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       2574000 | PA      | $2813324.32    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |        100000 | PA      | $135101.70     | 0.00%             | 2028-12-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16617300000 | PA      | $57815189.22   | 0.04%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       9500000 | PA      | $10745560.57   | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-160541.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     125000000 | PA      | $18599078.55   | 0.01%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |       9080000 | PA      | $11340342.96   | 0.01%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3187976.77    | 0.00%             | 2034-07-31      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $129806592.69  | 0.10%             | 2027-08-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                               | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $115492.14     | 0.00%             | 2028-02-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6906000 | PA      | $7305577.43    | 0.01%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13513205.91   | 0.01%             | 2029-03-02      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                       | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3030693.80    | 0.00%             | 2031-01-22      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6597.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danfoss Finance I BV                                                            | DANFOSS FIN I BV               | CUSIP: N/A<br>LEI: 549300LGLOQFR0NQEZ82       | Long             | DBT              | CORP              | NL        |       2200000 | PA      | $2371346.04    | 0.00%             | 2028-10-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA                 | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $6184232.67    | 0.00%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      19798000 | PA      | $19710706.02   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2275016.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      33800000 | PA      | $24947954.60   | 0.02%             | 2028-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       5552000 | PA      | $5717463.89    | 0.00%             | 2032-05-12      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5935327.69    | 0.00%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Assura Financing PLC                                                            | ASSURA FIN                     | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1114275.55    | 0.00%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5936715.48    | 0.00%             | 2033-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSA Tresorerie GIE                                                              | PSA TRESORERIE                 | CUSIP: N/A<br>LEI: 9695004TMMZ3JBKJO332       | Long             | DBT              | CORP              | FR        |       3926000 | PA      | $5170117.88    | 0.00%             | 2033-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xunta de Galicia                                                                | XUNTA DE GALICIA               | CUSIP: N/A<br>LEI: 9598006NADCDHBCA0B85       | Long             | DBT              | NUSS              | ES        |       6300000 | PA      | $7552095.64    | 0.01%             | 2029-07-30      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      19000000 | PA      | $21016724.49   | 0.02%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupe VYV                                                                      | GROUPE VYV                     | CUSIP: N/A<br>LEI: 969500E0I6R1LLI4UF62       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2187277.05    | 0.00%             | 2029-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       1481000 | PA      | $1016120.70    | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       3820000 | PA      | $2961208.55    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |        200000 | PA      | $149985.81     | 0.00%             | 2034-02-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $11888926.38   | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6044800.05    | 0.00%             | 2030-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      99044000 | PA      | $114707053.50  | 0.09%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                            | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |       2281000 | PA      | $2279641.36    | 0.00%             | 2045-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1918883.98    | 0.00%             | 2028-02-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       4900000 | PA      | $5495709.39    | 0.00%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      10600000 | PA      | $11417703.05   | 0.01%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2311956.21    | 0.00%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       3200000 | PA      | $2507249.20    | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5473723.61    | 0.00%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       6098000 | PA      | $4680512.28    | 0.00%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-158835.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1048000 | PA      | $631604.96     | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      14084000 | PA      | $16073731.92   | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       6935000 | PA      | $6392265.42    | 0.00%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      10500000 | PA      | $12210521.39   | 0.01%             | 2043-02-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                        | BERTELSMANN SE                 | CUSIP: BH3422368<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4565787.04    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17537250000 | PA      | $86603528.79   | 0.06%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2798800000 | PA      | $18926404.19   | 0.01%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       7550000 | PA      | $7346298.66    | 0.01%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     100000000 | PA      | $116504438.86  | 0.09%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  139000000000 | PA      | $80698624.39   | 0.06%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| White City Property Finance PLC                                                 | WHITE CITY                     | CUSIP: ED8574979<br>LEI: 5493009BGIJJLWNPOJ21 | Long             | DBT              | CORP              | GB        |       2124980 | PA      | $2852589.88    | 0.00%             | 2035-04-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       1745000 | PA      | $2320803.59    | 0.00%             | 2029-07-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8071000 | PA      | $4627140.47    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       1464000 | PA      | $1988415.64    | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       3700000 | PA      | $2831981.93    | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      27000000 | PA      | $28125420.66   | 0.02%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $9987464.01    | 0.01%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $637224.63     | 0.00%             | 2029-06-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $10275991.61   | 0.01%             | 2039-01-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS                        | CUSIP: EK2459296<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       4300000 | PA      | $4988881.45    | 0.00%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      78774000 | PA      | $88721314.27   | 0.07%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                       | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6531273.07    | 0.00%             | 2029-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                           | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12421680.02   | 0.01%             | 2028-01-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |        488000 | PA      | $671711.55     | 0.00%             | 2028-12-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       3234000 | PA      | $4236782.21    | 0.00%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1331091.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13114394.52   | 0.01%             | 2028-01-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $956469.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      63945000 | PA      | $36557432.41   | 0.03%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      49043000 | PA      | $54613391.78   | 0.04%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     134320000 | PA      | $19773107.20   | 0.01%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      25620000 | PA      | $22017207.24   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                           | UNIV OF TORONTO                | CUSIP: 383660AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         34000 | PA      | $27673.23      | 0.00%             | 2043-12-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      18857000 | PA      | $14738835.83   | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5600000000 | PA      | $35740231.26   | 0.03%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3089023.75    | 0.00%             | 2033-09-14      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       2106000 | PA      | $1445240.34    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |       9860000 | PA      | $11314790.00   | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      68377000 | PA      | $60372557.93   | 0.05%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1076600000 | PA      | $7502240.05    | 0.01%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       7595000 | PA      | $8716691.34    | 0.01%             | 2027-02-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3068703.93    | 0.00%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     305800000 | PA      | $1943680.36    | 0.00%             | 2028-01-31      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     420800000 | PA      | $43154376.00   | 0.03%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      29216000 | PA      | $17718833.77   | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     586000000 | PA      | $3760807.38    | 0.00%             | 2027-05-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                | BUPA FINANCE                   | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |       2501000 | PA      | $3296123.61    | 0.00%             | 2026-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     160000000 | PA      | $1073563.56    | 0.00%             | 2028-09-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       4078000 | PA      | $2246223.92    | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1195271.04    | 0.00%             | 2032-03-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      11700000 | PA      | $13563055.27   | 0.01%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      15500000 | PA      | $11745821.64   | 0.01%             | 2033-07-21      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7021665.21    | 0.01%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2560800000 | PA      | $17239715.70   | 0.01%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | MERLIN PROPERTIE               | CUSIP: AP0967186<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2266583.75    | 0.00%             | 2029-09-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      10000000 | PA      | $11731214.69   | 0.01%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4998704.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                 | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3532099.20    | 0.00%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2140000 | PA      | $1283398.84    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     126375000 | PA      | $151344144.78  | 0.11%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BV3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5610571.99    | 0.00%             | 2029-07-24      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      50509000 | PA      | $21721353.62   | 0.02%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |        600000 | PA      | $680158.26     | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3744000 | PA      | $3943611.44    | 0.00%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     197155000 | PA      | $20701006.25   | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     114264000 | PA      | $134417082.09  | 0.10%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5008890.39    | 0.00%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                       | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |       1500000 | PA      | $1808161.28    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     230000000 | PA      | $264967600.16  | 0.20%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      14000000 | PA      | $14512068.94   | 0.01%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $5749018.70    | 0.00%             | 2032-01-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5600000 | PA      | $6204145.94    | 0.00%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      64678000 | PA      | $36976083.92   | 0.03%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     100000000 | PA      | $100935317.89  | 0.08%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Fonterra Co-operative Group Ltd                                                 | FONTERRA CO-OP                 | CUSIP: N/A<br>LEI: 549300NCQQ9E4O5JX172       | Long             | DBT              | CORP              | NZ        |        200000 | PA      | $130132.62     | 0.00%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       4932000 | PA      | $4281008.48    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                    | ALLIANDER                      | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |       3684000 | PA      | $3832602.74    | 0.00%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: EK8055080<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2779549.91    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                 | SANDOZ GROUP                   | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | DBT              | CORP              | CH        |       3700000 | PA      | $4667765.52    | 0.00%             | 2026-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bromford Housing Group Ltd                                                      | BROMFORD FLAGSHP               | CUSIP: N/A<br>LEI: 213800GKFIZBLASN3454       | Long             | DBT              | CORP              | GB        |        957000 | PA      | $839265.12     | 0.00%             | 2048-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                          | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |       1455000 | PA      | $1442739.51    | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      16000000 | PA      | $22968118.79   | 0.02%             | 2038-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       2750000 | PA      | $2381461.79    | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                           | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |      17700000 | PA      | $21930790.18   | 0.02%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     202597000 | PA      | $176110677.60  | 0.13%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: LW0018397<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2813162.34    | 0.00%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $1771609.27    | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       4838000 | PA      | $3526391.66    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       5768000 | PA      | $6129153.71    | 0.00%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: BH6216197<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11011208.37   | 0.01%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10608850000 | PA      | $68179122.75   | 0.05%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SATO Oyj                                                                        | SATO-OYJ                       | CUSIP: N/A<br>LEI: 7437009ELUGUOA45V564       | Long             | DBT              | CORP              | FI        |       1700000 | PA      | $1908686.12    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1200000000 | PA      | $7621910.06    | 0.01%             | 2028-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                                               | MARTLET HOM                    | CUSIP: N/A<br>LEI: 2138001TCZGXYSUJLZ52       | Long             | DBT              | CORP              | GB        |       2635000 | PA      | $2098462.60    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  190454410000 | PA      | $106692887.99  | 0.08%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       5255000 | PA      | $5287582.16    | 0.00%             | 2030-11-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       7100000 | PA      | $5217728.77    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Energir SEC                                                                     | ENERGIR SEC                    | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1165728.37    | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     215920000 | PA      | $10762193.11   | 0.01%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $21959485.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4504000 | PA      | $2925535.46    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |        733000 | PA      | $836001.51     | 0.00%             | 2027-05-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     135638000 | PA      | $5184828.09    | 0.00%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19650.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |        100000 | PA      | $110196.99     | 0.00%             | 2028-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10000000000 | PA      | $64254467.59   | 0.05%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       3675000 | PA      | $2616044.25    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7080859.09    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $17151144.12   | 0.01%             | 2032-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       9000000 | PA      | $11058603.88   | 0.01%             | 2029-06-02      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      19100000 | PA      | $21750398.38   | 0.02%             | 2027-03-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       4319000 | PA      | $5721358.52    | 0.00%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3147590.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $4745196.80    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     170000000 | PA      | $196977917.53  | 0.15%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                    | ALIMEN COUCHE                  | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4671521.59    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBP7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       1290000 | PA      | $773533.23     | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       1635000 | PA      | $1361375.72    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |       2141000 | PA      | $2384164.89    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1542712.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |        469000 | PA      | $386601.29     | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: AN7859266<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2331244.89    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     256271000 | PA      | $336308314.79  | 0.25%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-507787.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |         25000 | PA      | $27451.65      | 0.00%             | 2030-11-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       3219000 | PA      | $2708280.22    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       2293000 | PA      | $2650436.88    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     106558821 | PA      | $100637892.98  | 0.08%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                  | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |      13264000 | PA      | $12797080.04   | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      10100000 | PA      | $9851583.35    | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       2457000 | PA      | $2307022.82    | 0.00%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $24698602.56   | 0.02%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     200995000 | PA      | $19364502.31   | 0.01%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3657872.25    | 0.00%             | 2035-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     173975000 | PA      | $47587294.80   | 0.04%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       4535000 | PA      | $3914520.67    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5942706.38    | 0.00%             | 2029-05-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       5650000 | PA      | $5430193.62    | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        319000 | PA      | $300610.24     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      27319000 | PA      | $30035945.76   | 0.02%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       1825000 | PA      | $1306553.09    | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      26500000 | PA      | $4818527.33    | 0.00%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: EJ0125355<br>LEI: 506700UV219R323PYU70 | Long             | DBT              | NUSS              | CH        |        790000 | PA      | $1048379.42    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       5255000 | PA      | $3653527.55    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     317245000 | PA      | $357777416.16  | 0.27%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10993000 | PA      | $8222265.16    | 0.01%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      31655000 | PA      | $27250571.94   | 0.02%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14501593.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       1564000 | PA      | $1701337.58    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       5961000 | PA      | $6277581.64    | 0.00%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ElectraNet Pty Ltd                                                              | ELECTRANET PTY                 | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |       1400000 | PA      | $860808.77     | 0.00%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      17000000 | PA      | $20830767.80   | 0.02%             | 2033-01-31      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47884000 | PA      | $51521753.61   | 0.04%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       4278000 | PA      | $5062264.17    | 0.00%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3296.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $2350309.77    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       3291000 | PA      | $3692414.18    | 0.00%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      11000000 | PA      | $13451435.16   | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |       5400000 | PA      | $34533.67      | 0.00%             | 2027-05-31      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1298159.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      56071000 | PA      | $34567304.76   | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                        | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |       9000000 | PA      | $10343597.26   | 0.01%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      27200000 | PA      | $28728959.50   | 0.02%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3299565.11    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7435688.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                | CHURCH COMMISION               | CUSIP: N/A<br>LEI: 5493003JNKYFJ5I03G97       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1926007.18    | 0.00%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      10107000 | PA      | $7226155.86    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA           | JOHNSON CONTROLS               | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1699625.04    | 0.00%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: AX5438913<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5568416.70    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                 | CT REIT                        | CUSIP: 126462AH3<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1408226.44    | 0.00%             | 2029-02-05      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                 | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |       4259000 | PA      | $4349823.45    | 0.00%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                        | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |       4600000 | PA      | $5202614.60    | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                      | HYUNDAI CAP CAN                | CUSIP: 44932WAJ9<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       4047000 | PA      | $2914211.94    | 0.00%             | 2027-11-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      10342000 | PA      | $6603319.25    | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      12450000 | PA      | $13699517.54   | 0.01%             | 2030-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3605244.70    | 0.00%             | 2033-06-06      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AX6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       2008000 | PA      | $2254221.79    | 0.00%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      18536000 | PA      | $6549126.29    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10465.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3176927.19    | 0.00%             | 2028-09-14      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      75000000 | PA      | $87806362.86   | 0.07%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                  | WSP GLOBAL INC                 | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       8400000 | PA      | $6494156.76    | 0.00%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $5789865.55    | 0.00%             | 2030-01-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                          | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3066337.03    | 0.00%             | 2030-06-12      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      37400000 | PA      | $6358511.05    | 0.00%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CV6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      14100000 | PA      | $16614062.22   | 0.01%             | 2030-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 592179KQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $5825262.84    | 0.00%             | 2033-06-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                 | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9446279.82    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     839000000 | PA      | $28887933.73   | 0.02%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| University of Western Ontario/The                                               | UNIV OF WESTERN                | CUSIP: 959070AA1<br>LEI: 549300LB21L42P0HSR70 | Long             | DBT              | CORP              | CA        |         47000 | PA      | $33703.22      | 0.00%             | 2047-05-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18511000 | PA      | $21662288.40   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      88619612 | PA      | $110068829.68  | 0.08%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      13500000 | PA      | $16822308.48   | 0.01%             | 2026-12-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      18000000 | PA      | $23098724.71   | 0.02%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3705000 | PA      | $2620650.81    | 0.00%             | 2026-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                       | PLUXEE NV                      | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5801340.19    | 0.00%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LBB3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5920057.38    | 0.00%             | 2032-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MCB7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       5020000 | PA      | $3891903.58    | 0.00%             | 2030-09-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                                     | STANTEC INC                    | CUSIP: 85472NAD1<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $763921.43     | 0.00%             | 2030-06-27      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -4166 | NC      | $700407.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8292000 | PA      | $11214752.74   | 0.01%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       3988000 | PA      | $2055405.01    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6051206.48    | 0.00%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                  | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $14933289.78   | 0.01%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11861106.82   | 0.01%             | 2030-09-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3896638.64    | 0.00%             | 2064-11-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5948271.37    | 0.00%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |       7500000 | PA      | $5001038.54    | 0.00%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      14200000 | PA      | $15941335.88   | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                            | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       6808000 | PA      | $7618554.14    | 0.01%             | 2028-10-09      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      27125000 | PA      | $27896235.62   | 0.02%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                            | EUROCLEAR                      | CUSIP: AR8873333<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3428461.47    | 0.00%             | 2048-04-11      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       2910000 | PA      | $2813572.45    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      16000000 | PA      | $10591118.92   | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     274764000 | PA      | $25134890.18   | 0.02%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      35725602 | PA      | $42327689.26   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       9900000 | PA      | $9524495.04    | 0.01%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       5900000 | PA      | $7330857.08    | 0.01%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       5300000 | PA      | $6564155.13    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      13800000 | PA      | $14746740.01   | 0.01%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                         | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |      17546000 | PA      | $19794453.51   | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Group Ltd                                                                  | NORTH HOUSING                  | CUSIP: N/A<br>LEI: 213800SCCZEJE1KGQ163       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $927500.91     | 0.00%             | 2043-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5412156.54    | 0.00%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AP4<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        883000 | PA      | $636908.02     | 0.00%             | 2027-06-21      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7497588.35    | 0.01%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4913000 | PA      | $5197768.67    | 0.00%             | 2029-11-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1913350000 | PA      | $88952829.46   | 0.07%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      15025000 | PA      | $18576762.51   | 0.01%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       7400000 | PA      | $8412322.31    | 0.01%             | 2028-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |       1500000 | PA      | $1821282.82    | 0.00%             | 2031-08-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |        474000 | PA      | $652709.27     | 0.00%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       9740000 | PA      | $7205031.97    | 0.01%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2437950000 | PA      | $16054005.95   | 0.01%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       5500000 | PA      | $5645575.03    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      52889000 | PA      | $32744583.31   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6512000 | PA      | $7551064.99    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       6747000 | PA      | $5642360.20    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Simon Fraser University                                                         | SIMON FRASER UNI               | CUSIP: 82878RAA5<br>LEI: 549300IAI10BUO5D4Y86 | Long             | DBT              | CORP              | CA        |        160000 | PA      | $124378.16     | 0.00%             | 2043-06-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       3500000 | PA      | $4036749.42    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      35120000 | PA      | $26266166.75   | 0.02%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       4376000 | PA      | $5551613.56    | 0.00%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       7122000 | PA      | $5089530.85    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      11000000 | PA      | $12887901.44   | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3395.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $12917326.31   | 0.01%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       8210000 | PA      | $11285001.30   | 0.01%             | 2030-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     176040000 | PA      | $40365178.63   | 0.03%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     255977000 | PA      | $287357687.81  | 0.21%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                           | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |       1020000 | PA      | $588635.62     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1239261.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     750000000 | PA      | $4830692.04    | 0.00%             | 2029-07-13      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $605650.12     | 0.00%             | 2032-12-24      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2911000 | PA      | $3103507.65    | 0.00%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |        100000 | PA      | $110465.53     | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      39380000 | PA      | $20054414.16   | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       6844000 | PA      | $7646362.65    | 0.01%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $10149269.15   | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     136185000 | PA      | $75334496.97   | 0.06%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      50000000 | PA      | $11972996.66   | 0.01%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      21135000 | PA      | $14867551.41   | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      37200000 | PA      | $37611304.22   | 0.03%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       3167000 | PA      | $2182530.30    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       4000000 | PA      | $4867714.50    | 0.00%             | 2031-01-11      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       3910000 | PA      | $3681959.10    | 0.00%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                        | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       3182000 | PA      | $3589732.29    | 0.00%             | 2028-02-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |       6800000 | PA      | $7904246.96    | 0.01%             | 2029-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                  | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |        500000 | PA      | $307644.42     | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7878826.51    | 0.01%             | 2038-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                              | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       2000000 | PA      | $2128455.70    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      14198000 | PA      | $16059703.07   | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4998450000 | PA      | $24132072.90   | 0.02%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       6500000 | PA      | $8056824.50    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $5626504.04    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       5950000 | PA      | $4328653.74    | 0.00%             | 2028-04-29      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $20853475.12   | 0.02%             | 2030-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3035759.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       1390000 | PA      | $903334.61     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      17049000 | PA      | $19271574.38   | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZBH5<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1856308.15    | 0.00%             | 2029-01-08      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3153.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      20700000 | PA      | $15476689.91   | 0.01%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4770000 | PA      | $3393635.89    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-160541.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       6400000 | PA      | $6489804.90    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5900000000 | PA      | $37705797.03   | 0.03%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       7628700 | PA      | $4008055.01    | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       3455000 | PA      | $3330573.71    | 0.00%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     500000000 | PA      | $55059845.79   | 0.04%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5793910.20    | 0.00%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                               | BLEND FND PLC                  | CUSIP: AU4140540<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |       9500000 | PA      | $8804994.36    | 0.01%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |       9968000 | PA      | $9990095.68    | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      34692000 | PA      | $24805021.17   | 0.02%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       3459000 | PA      | $3948072.17    | 0.00%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZBL7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $325637.16     | 0.00%             | 2037-02-26      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2526811.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBK1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $295073.01     | 0.00%             | 2045-03-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: QZ6982248<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       1990000 | PA      | $2343952.20    | 0.00%             | 2036-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      23720000 | PA      | $24054225.60   | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133BE6<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $9236393.31    | 0.01%             | 2028-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AR6<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       6108000 | PA      | $6518167.99    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      14882000 | PA      | $15810705.10   | 0.01%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      36860000 | PA      | $21555551.19   | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                               | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       1435000 | PA      | $893486.37     | 0.00%             | 2029-03-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      29974000 | PA      | $26494229.79   | 0.02%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12581262.52   | 0.01%             | 2035-10-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                     | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       5200000 | PA      | $5953862.92    | 0.00%             | 2049-07-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQW9<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       3427000 | PA      | $2524324.22    | 0.00%             | 2034-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7120985.84    | 0.01%             | 2028-11-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      24285000 | PA      | $16007912.57   | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      50067000 | PA      | $51119960.20   | 0.04%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      11743000 | PA      | $12951226.90   | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       8569000 | PA      | $9538470.81    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                     | INVESTOR AB                    | CUSIP: AZ1505132<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $6144645.71    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6949885.66    | 0.01%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       1900000 | PA      | $2509672.89    | 0.00%             | 2029-10-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6407795.73    | 0.00%             | 2035-05-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      28325000 | PA      | $21501612.41   | 0.02%             | 2033-06-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       2313000 | PA      | $3182443.14    | 0.00%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4637000 | PA      | $3189732.97    | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       4000000 | PA      | $859362.27     | 0.00%             | 2064-11-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                               | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5124769.76    | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       3613000 | PA      | $1943721.36    | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3163935.88    | 0.00%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      14731000 | PA      | $14554745.75   | 0.01%             | 2033-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-811604.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      78160000 | PA      | $56028323.51   | 0.04%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      30122000 | PA      | $22873685.47   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       5508000 | PA      | $6648623.52    | 0.00%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      15604000 | PA      | $15059187.54   | 0.01%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $15117471.64   | 0.01%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       6100000 | PA      | $6982314.92    | 0.01%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                               | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $31948211.89   | 0.02%             | 2030-12-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                       | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1126993.45    | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: AM2490663<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       2500000 | PA      | $2831443.37    | 0.00%             | 2027-02-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $231487.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |       6045000 | PA      | $8513426.55    | 0.01%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBB4<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $656729.46     | 0.00%             | 2042-03-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      13618000 | PA      | $13493562.14   | 0.01%             | 2032-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00912XBN3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       2900000 | PA      | $3390994.99    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5445.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                               | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5991036.42    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2544991.24    | 0.00%             | 2028-05-18      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAK9<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       2497000 | PA      | $1498842.34    | 0.00%             | 2048-02-28      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  130000000000 | PA      | $85292701.18   | 0.06%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      21691000 | PA      | $23363935.18   | 0.02%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      15749000 | PA      | $17749985.60   | 0.01%             | 2027-05-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |         25000 | PA      | $27976.80      | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      61495000 | PA      | $39704746.26   | 0.03%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3550376.69    | 0.00%             | 2031-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    2366277000 | PA      | $75279017.48   | 0.06%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      12000000 | PA      | $14385180.61   | 0.01%             | 2028-05-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22606.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $2925815.21    | 0.00%             | 2033-04-12      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      15800000 | PA      | $17618963.42   | 0.01%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5403000 | PA      | $5780747.77    | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2279692.85    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3848731.62    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $6751009.51    | 0.01%             | 2033-02-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      21760000 | PA      | $14511576.25   | 0.01%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      43574454 | PA      | $41747138.19   | 0.03%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | FORTISBC ENERGY                | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $366082.31     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      15994000 | PA      | $18089443.59   | 0.01%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       2300000 | PA      | $3247705.73    | 0.00%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1419000000 | PA      | $9750422.18    | 0.01%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       3050000 | PA      | $2335253.36    | 0.00%             | 2033-09-07      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-277628.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4379900.55    | 0.00%             | 2029-06-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $20409071.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957EAB7<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |         18000 | PA      | $14848.48      | 0.00%             | 2034-10-31      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6737673.45    | 0.01%             | 2027-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      26600000 | PA      | $19467230.53   | 0.01%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      14000000 | PA      | $17006541.98   | 0.01%             | 2034-10-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4254021.48    | 0.00%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       2700000 | PA      | $3029919.57    | 0.00%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1284872.49    | 0.00%             | 2028-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      21400000 | PA      | $23612379.53   | 0.02%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     812000000 | PA      | $5924753.71    | 0.00%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       4494000 | PA      | $2830953.85    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      28348000 | PA      | $36083226.03   | 0.03%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                             | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5747403.08    | 0.00%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                    | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     630000000 | PA      | $2233716.49    | 0.00%             | 2050-03-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                      | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |       2700000 | PA      | $3028798.57    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       6400000 | PA      | $7496883.19    | 0.01%             | 2032-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5489000 | PA      | $6183554.63    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2696400000 | PA      | $18121284.71   | 0.01%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       3234000 | PA      | $4097757.12    | 0.00%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8648704.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | DBT              | CORP              | JP        |       7000000 | PA      | $8192195.29    | 0.01%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      30000000 | PA      | $34595124.75   | 0.03%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: ZS1341883<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $1069432.03    | 0.00%             | 2028-04-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $91159367.70   | 0.07%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $64562325.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       1280000 | PA      | $693066.71     | 0.00%             | 2030-04-24      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      13200000 | PA      | $13458867.68   | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                   | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $4799211.70    | 0.00%             | 2030-10-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6451000000 | PA      | $35796762.67   | 0.03%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1139186.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     130259000 | PA      | $31304183.14   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       7731000 | PA      | $10080043.48   | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      10500000 | PA      | $11557152.77   | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       8500000 | PA      | $8457178.94    | 0.01%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Incommunities Treasury PLC                                                      | INCOMMUNITIES                  | CUSIP: N/A<br>LEI: 213800W3PLVL7K9KWD05       | Long             | DBT              | CORP              | GB        |       2499000 | PA      | $2145217.42    | 0.00%             | 2049-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      36843000 | PA      | $39786852.38   | 0.03%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       2888000 | PA      | $3883927.09    | 0.00%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| York University                                                                 | YORK UNIVERSITY                | CUSIP: 987172AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        846000 | PA      | $719032.02     | 0.00%             | 2042-03-07      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       2100000 | PA      | $2395793.06    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      18000000 | PA      | $18352198.45   | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       5900000 | PA      | $6907478.76    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     133074000 | PA      | $135314488.90  | 0.10%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      13582000 | PA      | $15707899.56   | 0.01%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4924000 | PA      | $4933257.94    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      11400000 | PA      | $12338301.71   | 0.01%             | 2029-09-21      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       2300000 | PA      | $3008394.65    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mutuelle Assurance Travailleur Mutualiste SAM                                   | MUTUELLE ASR TRV               | CUSIP: N/A<br>LEI: 969500TGV20DWSIW1W82       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2637072.64    | 0.00%             | 2036-02-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6253000000 | PA      | $39777061.09   | 0.03%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                        | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      15348000 | PA      | $16217662.09   | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      48849000 | PA      | $37131233.19   | 0.03%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-430055.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                      | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |      12400000 | PA      | $14399827.06   | 0.01%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $274668.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      20000000 | PA      | $21058628.39   | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                         | IMCD NV                        | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6048764.01    | 0.00%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     170950546 | PA      | $146758479.98  | 0.11%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      27541216 | PA      | $25200778.03   | 0.02%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75122000 | PA      | $80395812.63   | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       5017000 | PA      | $6120225.39    | 0.00%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      39343944 | PA      | $36616421.14   | 0.03%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |       3057000 | PA      | $3417384.25    | 0.00%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       5035000 | PA      | $5805907.15    | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $21336028.34   | 0.02%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                          | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3030004.63    | 0.00%             | 2031-05-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                    | FORD CRED CANADA               | CUSIP: 34527ADD9<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       6520000 | PA      | $4735389.70    | 0.00%             | 2028-09-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   31000000000 | PA      | $20166557.99   | 0.02%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11007431.13   | 0.01%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3815210.51    | 0.00%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4145000 | PA      | $5064391.74    | 0.00%             | 2044-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAE2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2771000 | PA      | $3049289.45    | 0.00%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      15980000 | PA      | $12286023.71   | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Crh Finance UK PLC                                                              | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |       2773000 | PA      | $3605146.98    | 0.00%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4529017.97    | 0.00%             | 2027-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAJ0<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       1743000 | PA      | $909223.26     | 0.00%             | 2051-02-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AK3<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       1172000 | PA      | $784073.05     | 0.00%             | 2030-12-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $13905140.73   | 0.01%             | 2037-04-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      66812000 | PA      | $76351627.33   | 0.06%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $6256579.90    | 0.00%             | 2031-07-04      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      20000000 | PA      | $23808208.25   | 0.02%             | 2032-07-24      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      47999000 | PA      | $38547242.40   | 0.03%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     131900000 | PA      | $34738394.66   | 0.03%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5300000 | PA      | $6539819.10    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2100000 | PA      | $2850962.38    | 0.00%             | 2028-06-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAE6<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1177000 | PA      | $830097.22     | 0.00%             | 2041-11-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14190964.94   | 0.01%             | 2031-09-11      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2750000 | PA      | $2747384.29    | 0.00%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $19876636.94   | 0.01%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JA7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |        140000 | PA      | $116211.07     | 0.00%             | 2033-09-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7519596.90    | 0.01%             | 2043-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     283835000 | PA      | $344922703.33  | 0.26%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7453300000 | PA      | $30385886.79   | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                         | WINNIPEG CANADA                | CUSIP: 975026HB4<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |       2537000 | PA      | $1723852.56    | 0.00%             | 2051-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |     470000000 | PA      | $1882095.80    | 0.00%             | 2049-09-13      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       1710000 | PA      | $1716994.41    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10571823.93   | 0.01%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      12795000 | PA      | $14837254.05   | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZS0521865<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1201100000 | PA      | $7505407.43    | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bazalgette Finance Plc                                                          | BAZALGETTE FIN                 | CUSIP: N/A<br>LEI: 213800ZGSE4AQTG77U19       | Long             | DBT              | CORP              | GB        |       1392000 | PA      | $1750646.06    | 0.00%             | 2027-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      21000000 | PA      | $15218078.86   | 0.01%             | 2028-11-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       6455000 | PA      | $4464441.94    | 0.00%             | 2031-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167GC1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       5500000 | PA      | $4011506.79    | 0.00%             | 2027-04-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      18900000 | PA      | $20166985.75   | 0.02%             | 2031-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       3600000 | PA      | $3319324.69    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      34891000 | PA      | $10856459.28   | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                                           | PRIMARIS REAL ES               | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              | CORP              | CA        |       2800000 | PA      | $2123847.96    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       9400000 | PA      | $6988860.96    | 0.01%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      20399000 | PA      | $16156826.84   | 0.01%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       7504000 | PA      | $5494511.62    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                              | MYRIAD CAPITAL P               | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |        500000 | PA      | $573681.74     | 0.00%             | 2043-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $3166257.78    | 0.00%             | 2032-07-07      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      16800000 | PA      | $12447938.17   | 0.01%             | 2034-05-16      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     738415000 | PA      | $26056828.16   | 0.02%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                           | PEEL REG ONTARIO               | CUSIP: 705464EQ4<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |        700000 | PA      | $513805.44     | 0.00%             | 2033-12-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                | DAIMLER TRCK FI                | CUSIP: 233852AF9<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $445214.67     | 0.00%             | 2027-09-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     500000000 | PA      | $2651191.03    | 0.00%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      28554000 | PA      | $20467679.43   | 0.02%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       8500000 | PA      | $9863157.15    | 0.01%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SANEF SA                                                                        | SAN                            | CUSIP: N/A<br>LEI: 969500U2ZH7ARB744A12       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1096232.22    | 0.00%             | 2028-10-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       7867000 | PA      | $8167653.41    | 0.01%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6214585.40    | 0.00%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      38516000 | PA      | $21973061.84   | 0.02%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      10000000 | PA      | $12114466.22   | 0.01%             | 2030-05-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     492636000 | PA      | $74199614.01   | 0.06%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-277628.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1836140.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4000000000 | PA      | $24883511.78   | 0.02%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      40730000 | PA      | $47785049.55   | 0.04%             | 2035-03-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $4959509.18    | 0.00%             | 2029-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2100055.83    | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16410200000 | PA      | $80303986.14   | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5066950000 | PA      | $31267204.50   | 0.02%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      66713000 | PA      | $51720649.58   | 0.04%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4955000 | PA      | $3596972.83    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                           | ALLIANZ FINANCE                | CUSIP: EJ5793009<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4096440.40    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11765743.47   | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      65399000 | PA      | $66830899.23   | 0.05%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14000000 | PA      | $17652436.91   | 0.01%             | 2044-10-31      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       8000000 | PA      | $10008140.21   | 0.01%             | 2028-03-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6122613.38    | 0.00%             | 2031-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       3283000 | PA      | $2153517.39    | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5410000 | PA      | $6105576.42    | 0.00%             | 2027-09-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                      | ASPIRE DEFENCE                 | CUSIP: EF3482512<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |       2653773 | PA      | $3343969.74    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     252639000 | PA      | $274194761.94  | 0.21%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                             | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $8987084.33    | 0.01%             | 2027-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       3700000 | PA      | $2514756.67    | 0.00%             | 2039-07-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      43500000 | PA      | $32541557.41   | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14000000000 | PA      | $73786649.80   | 0.06%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CSS FSCC Partnership                                                            | CSS FSCC PART                  | CUSIP: 12644MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |          6368 | PA      | $5196.99       | 0.00%             | 2042-07-31      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      17400000 | PA      | $18991667.01   | 0.01%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                        | ACCOR                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10862705.55   | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2666363.64    | 0.00%             | 2038-12-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AHB5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       5233000 | PA      | $3715999.74    | 0.00%             | 2026-11-04      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2814299.43    | 0.00%             | 2027-04-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: BVN0Z8UM9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12356638.00   | 0.01%             | 2030-04-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                    | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |      50000000 | PA      | $302018.66     | 0.00%             | 2031-04-25      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $4793316.64    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5874328.87    | 0.00%             | 2037-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      12690000 | PA      | $8071898.34    | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                        | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |        100000 | PA      | $112110.05     | 0.00%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $9991384.66    | 0.01%             | 2042-05-26      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: BG0130305<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       4913000 | PA      | $5138558.35    | 0.00%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       8875000 | PA      | $9386230.67    | 0.01%             | 2031-02-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                               | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $1643603.48    | 0.00%             | 2028-03-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       5060000 | PA      | $3321422.75    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13793638.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8272788.66    | 0.01%             | 2027-02-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $21250115.84   | 0.02%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12000000000 | PA      | $71937566.67   | 0.05%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     304000000 | PA      | $348793821.80  | 0.26%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2000000 | PA      | $2411518.43    | 0.00%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3775711.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      18703000 | PA      | $18803598.32   | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       3500000 | PA      | $850975.94     | 0.00%             | 2028-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                       | FRESENIUS MEDICA               | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |       2276000 | PA      | $2464065.94    | 0.00%             | 2030-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1067863000 | PA      | $34626178.55   | 0.03%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2812.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |     106000000 | PA      | $10709140.31   | 0.01%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                               | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5920944.34    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       5100000 | PA      | $5914472.16    | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |        743000 | PA      | $810387.59     | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       2300000 | PA      | $2799279.42    | 0.00%             | 2035-06-11      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $226829.17     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      60000000 | PA      | $69830440.57   | 0.05%             | 2029-07-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8000000000 | PA      | $51127257.15   | 0.04%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288EE8<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1500000 | PA      | $1129460.48    | 0.00%             | 2033-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       8569000 | PA      | $6076799.02    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AZ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       2883000 | PA      | $3207804.81    | 0.00%             | 2027-12-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12207688.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       5500000 | PA      | $4011540.12    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       6084000 | PA      | $4175512.25    | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4594000 | PA      | $4737114.32    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Werfen SA/Spain                                                                 | WERFEN SA/SPAIN                | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |       9000000 | PA      | $10857374.66   | 0.01%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3269000 | PA      | $3952621.33    | 0.00%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       8767000 | PA      | $10108834.05   | 0.01%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL (ENTNZENEL)               | CUSIP: EG5612957<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       1455000 | PA      | $1937283.98    | 0.00%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      44174000 | PA      | $51865607.84   | 0.04%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      18132954 | PA      | $20484409.16   | 0.02%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     183000000 | PA      | $40825284.92   | 0.03%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                      | ENMAX CORP                     | CUSIP: 293365AH5<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       2800000 | PA      | $2078828.16    | 0.00%             | 2034-10-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      23200000 | PA      | $23036820.81   | 0.02%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      58348000 | PA      | $65902916.15   | 0.05%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       4052000 | PA      | $5385885.39    | 0.00%             | 2037-01-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      61036000 | PA      | $63015484.34   | 0.05%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |       1176000 | PA      | $1501086.93    | 0.00%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2318941.46    | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      13501000 | PA      | $14148077.44   | 0.01%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       5761000 | PA      | $6272181.96    | 0.00%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                            | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $4801803.21    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      20205000 | PA      | $22685773.31   | 0.02%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |      10700000 | PA      | $12072590.25   | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | CHUBB INA HLDGS                | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       7188000 | PA      | $7654218.40    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      13720000 | PA      | $16989601.74   | 0.01%             | 2028-09-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4547900000 | PA      | $25025865.17   | 0.02%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       3275000 | PA      | $3423909.25    | 0.00%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital Canada Ltd                                                | TOTAL CAP CANADA               | CUSIP: N/A<br>LEI: 5299005IX98ZZ9LSGK46       | Long             | DBT              | CORP              | CA        |       7700000 | PA      | $8702548.94    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       2700000 | PA      | $2013052.85    | 0.00%             | 2033-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      25000000 | PA      | $34613529.05   | 0.03%             | 2031-02-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     176306000 | PA      | $199463652.04  | 0.15%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     373185000 | PA      | $69537395.40   | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2891033.90    | 0.00%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HKD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18374.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1147041000 | PA      | $46137972.71   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      12160000 | PA      | $7830519.31    | 0.01%             | 2027-01-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      10829000 | PA      | $10903702.55   | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $31366798.77   | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10800000 | PA      | $10703752.24   | 0.01%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Canada LP                                                     | LIBERTY UTILIT                 | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5350000 | PA      | $2879321.90    | 0.00%             | 2050-02-14      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     590000000 | PA      | $161062954.51  | 0.12%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6002011.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McGill University                                                               | MCGILL UNIVERS                 | CUSIP: 78032C8Y0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        169000 | PA      | $106047.22     | 0.00%             | 2056-01-29      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3398199.21    | 0.00%             | 2034-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     949900000 | PA      | $6094252.31    | 0.00%             | 2027-03-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                           | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |        500000 | PA      | $308883.23     | 0.00%             | 2028-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | BRIT AMER TOBACC               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |       9800000 | PA      | $11252118.48   | 0.01%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      14564000 | PA      | $12224347.99   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-158700.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BS1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2539985.60    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       2098000 | PA      | $1508374.87    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6580905.83    | 0.00%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                   | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1222575.80    | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7409610.45    | 0.01%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7105620.09    | 0.01%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $12544696.31   | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                          | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |        900000 | PA      | $1014552.83    | 0.00%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK                    | CUSIP: BJ3264311<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       9913000 | PA      | $11125638.45   | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7541900000 | PA      | $31410195.44   | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 136765BU7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1634851.68    | 0.00%             | 2027-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5744221.77    | 0.00%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5738002.64    | 0.00%             | 2026-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19908000 | PA      | $22286548.50   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21896000 | PA      | $18258529.56   | 0.01%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       4333000 | PA      | $5186246.88    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco BPI SA                                                                    | BANCO BPI                      | CUSIP: N/A<br>LEI: 3DM5DPGI3W6OU6GJ4N92       | Long             | DBT              | CORP              | PT        |      20000000 | PA      | $23800289.55   | 0.02%             | 2028-07-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      11000000 | PA      | $12793866.52   | 0.01%             | 2030-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24325.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14319250000 | PA      | $75236597.13   | 0.06%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5662693.67    | 0.00%             | 2028-01-18      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                     | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       4600000 | PA      | $5382954.29    | 0.00%             | 2029-02-08      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                             | AFFINITY SUTTON                | CUSIP: N/A<br>LEI: 213800CIN9MC8IN3GK94       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $853151.84     | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBE8<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1614000 | PA      | $936239.45     | 0.00%             | 2049-04-05      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       2701000 | PA      | $3214750.58    | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6287243.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12455000 | PA      | $15567203.86   | 0.01%             | 2033-04-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      11600000 | PA      | $10895808.55   | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                  | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |       5380000 | PA      | $3114919.22    | 0.00%             | 2031-06-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22606.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   29000000000 | PA      | $186816359.09  | 0.14%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IHG Finance LLC                                                                 | IHG FINANCE LLC                | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11686378.90   | 0.01%             | 2031-09-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       1849000 | PA      | $1159994.48    | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      98545000 | PA      | $56320994.33   | 0.04%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11532807.88   | 0.01%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      20510000 | PA      | $22259739.88   | 0.02%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                    | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2050000000 | PA      | $13191112.16   | 0.01%             | 2026-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6928679.34    | 0.01%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: AP0290290<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7712231.12    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      11000000 | PA      | $13409039.89   | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $3488953.75    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2273619.53    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: EF0667370<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       3466000 | PA      | $4619283.30    | 0.00%             | 2029-08-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       9900000 | PA      | $9392455.63    | 0.01%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      24269000 | PA      | $7588665.07    | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      79631000 | PA      | $43196659.17   | 0.03%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11744609.63   | 0.01%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4482000 | PA      | $3422359.64    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     145000000 | PA      | $22281863.03   | 0.02%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: N/A<br>LEI: 549300X81X4VZEESFU46       | Long             | DBT              | CORP              | CA        |        100000 | PA      | $114468.47     | 0.00%             | 2026-12-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                        | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5867195.12    | 0.00%             | 2033-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                               | ARC RESOURCES LT               | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       4350000 | PA      | $3129685.36    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                               | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |       1786000 | PA      | $1550763.21    | 0.00%             | 2036-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       2258000 | PA      | $2050391.46    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                    | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3480928.34    | 0.00%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |       7700000 | PA      | $11209707.93   | 0.01%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $7120506.57    | 0.01%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                | UNICAJA ES                     | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |       5500000 | PA      | $6679145.16    | 0.00%             | 2029-02-21      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE                 | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       4990000 | PA      | $3742791.03    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                             | TERANET HOLDINGS               | CUSIP: 880789AC6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       1663000 | PA      | $1227049.87    | 0.00%             | 2040-12-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      19479000 | PA      | $19696077.22   | 0.01%             | 2036-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11587694.77   | 0.01%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       8000000 | PA      | $7890920.58    | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      13200000 | PA      | $14241456.30   | 0.01%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                  | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |       2900000 | PA      | $3884629.79    | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $4410308.01    | 0.00%             | 2036-08-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       5440000 | PA      | $2851554.10    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  218000000000 | PA      | $154959005.58  | 0.12%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1268000 | PA      | $1481605.17    | 0.00%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $770198.89     | 0.00%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      24502000 | PA      | $27153894.72   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Stedin Holding NV                                                               | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2828673.84    | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAP3<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       1910000 | PA      | $1215599.01    | 0.00%             | 2049-11-05      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SCOTTISH & SOUTH               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       7518000 | PA      | $10994200.32   | 0.01%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                               | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2597571.91    | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      62123495 | PA      | $45463319.93   | 0.03%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5510976.11    | 0.00%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       8127000 | PA      | $7741014.19    | 0.01%             | 2033-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                         | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      10500000 | PA      | $12291046.33   | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAP1<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1089000 | PA      | $722513.74     | 0.00%             | 2044-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     251397000 | PA      | $295508152.00  | 0.22%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      24000000 | PA      | $26620199.50   | 0.02%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      11000000 | PA      | $13089989.35   | 0.01%             | 2028-06-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      99600000 | PA      | $14907111.31   | 0.01%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4382608.68    | 0.00%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      36890000 | PA      | $40998825.16   | 0.03%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     170000000 | PA      | $40455498.33   | 0.03%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1035906.39    | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    4100000000 | PA      | $4353179.08    | 0.00%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       2258000 | PA      | $2695486.95    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      79830000 | PA      | $46911732.98   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   10500000000 | PA      | $11139534.72   | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASN Bank NV                                                                     | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       7300000 | PA      | $7968954.77    | 0.01%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       9466000 | PA      | $10448853.93   | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $11874223.63   | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   68500000000 | PA      | $44720886.68   | 0.03%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       4830000 | PA      | $3394166.75    | 0.00%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4840322.00    | 0.00%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |       1108000 | PA      | $829817.25     | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       6275000 | PA      | $4610925.30    | 0.00%             | 2028-04-26      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     200000000 | PA      | $8468924.94    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      11317000 | PA      | $11767071.88   | 0.01%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      11025000 | PA      | $6360651.91    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14828593.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15484773.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3800000 | PA      | $2730787.48    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $11323548.02   | 0.01%             | 2029-02-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       1237000 | PA      | $1140192.54    | 0.00%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      34600000 | PA      | $30604049.88   | 0.02%             | 2034-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $10163847.46   | 0.01%             | 2028-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $14364333.66   | 0.01%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7133129.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-191                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      25000000 | PA      | $29068886.40   | 0.02%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1313595.46    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       8575000 | PA      | $10717235.86   | 0.01%             | 2030-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      43149000 | PA      | $50016704.03   | 0.04%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       9587000 | PA      | $9769622.05    | 0.01%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $5419710.42    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7552302.72    | 0.01%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       5900000 | PA      | $6926697.15    | 0.01%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2664901.49    | 0.00%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     130000000 | PA      | $12104957.52   | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                                            | ALFA LAVAL TREAS               | CUSIP: N/A<br>LEI: 549300JCAG8ICQAUC638       | Long             | DBT              | CORP              | SE        |       1100000 | PA      | $1216552.20    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    1580100000 | PA      | $9828315.30    | 0.01%             | 2029-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                    | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |       1500000 | PA      | $1691899.46    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       1384000 | PA      | $915640.90     | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      99790124 | PA      | $118441244.92  | 0.09%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20756200000 | PA      | $103928438.92  | 0.08%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13105848.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      23800000 | PA      | $24966838.26   | 0.02%             | 2030-06-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3428000 | PA      | $2576075.70    | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5916496.27    | 0.00%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4429993.90    | 0.00%             | 2029-12-20      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9407600000 | PA      | $39772941.07   | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                                      | SIGNIFY NV                     | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | DBT              | CORP              | NL        |       4450000 | PA      | $5113317.58    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2748919.42    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7883.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     387380000 | PA      | $19684225.17   | 0.01%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       3700000 | PA      | $4801538.51    | 0.00%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |       9200000 | PA      | $12675593.14   | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      24303000 | PA      | $26958520.55   | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                       | COGECO COMMUNICA               | CUSIP: 19239CAB2<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $833763.84     | 0.00%             | 2033-02-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      34804000 | PA      | $27006008.15   | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                     | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $6046493.29    | 0.00%             | 2033-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1207480000 | PA      | $66150224.00   | 0.05%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: ZS1528380<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       7500000 | PA      | $8480411.86    | 0.01%             | 2027-04-30      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       8900000 | PA      | $6573586.70    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAC8<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       3539000 | PA      | $2391594.40    | 0.00%             | 2030-06-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BZ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      10630000 | PA      | $7669297.74    | 0.01%             | 2027-10-04      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: JK8403186<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      25000000 | PA      | $25824496.35   | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6576023.27    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       4500000 | PA      | $6167069.49    | 0.00%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       3699000 | PA      | $3214188.59    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      17516000 | PA      | $8164303.85    | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EH2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       1635000 | PA      | $1854715.03    | 0.00%             | 2027-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                         | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      11500000 | PA      | $12421822.89   | 0.01%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                | CIRCLE ANGLIA                  | CUSIP: N/A<br>LEI: 213800LLT17R5JUEIB78       | Long             | DBT              | CORP              | GB        |       2390000 | PA      | $3622994.96    | 0.00%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     190485000 | PA      | $19052321.63   | 0.01%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       7760000 | PA      | $5917454.60    | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Mohawk Capital Finance SA                                                       | MOHAWK CAPITAL                 | CUSIP: BJ9477552<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1590805.56    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      12286000 | PA      | $14137525.74   | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3066000 | PA      | $2012534.16    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      22208000 | PA      | $15389155.17   | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5059.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     390000000 | PA      | $40183664.01   | 0.03%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6411852.93    | 0.00%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4900000 | PA      | $4874741.08    | 0.00%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      23018000 | PA      | $16334879.92   | 0.01%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     138000000 | PA      | $98548766.03   | 0.07%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8420000 | PA      | $6330915.48    | 0.00%             | 2034-04-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |       5021000 | PA      | $4804651.01    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $8044800.28    | 0.01%             | 2033-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       4808078 | PA      | $5751090.11    | 0.00%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $21102077.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4988000 | PA      | $6410207.78    | 0.00%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       2786000 | PA      | $3377044.08    | 0.00%             | 2029-09-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      10300000 | PA      | $10871158.33   | 0.01%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |       3713000 | PA      | $4227761.97    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  167500000000 | PA      | $123043648.36  | 0.09%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866FR3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1591274.89    | 0.00%             | 2034-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      11380000 | PA      | $13757191.00   | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       2500000 | PA      | $2524191.53    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     365000000 | PA      | $419871040.36  | 0.31%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                          | CEZ AS                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |       6141000 | PA      | $7128304.24    | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7490000 | PA      | $9120227.93    | 0.01%             | 2031-12-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hexagon Housing Association Ltd                                                 | HEXAGON HOUSING                | CUSIP: N/A<br>LEI: 213800XQ2LOOODLMCL89       | Long             | DBT              | CORP              | GB        |        900000 | PA      | $825680.17     | 0.00%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5786000 | PA      | $4782209.70    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       6554000 | PA      | $5969113.40    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                     | BC INV MAN                     | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      22500000 | PA      | $16313394.35   | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                      | SOGECAP SA                     | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $4883757.25    | 0.00%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3337930.26    | 0.00%             | 2027-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: ZS6668488<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13514552.53   | 0.01%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      21000000 | PA      | $25094431.89   | 0.02%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |        300000 | PA      | $340441.94     | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      22369000 | PA      | $25109771.42   | 0.02%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       1591000 | PA      | $1624356.06    | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                        | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |      17000000 | PA      | $23829259.65   | 0.02%             | 2038-11-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666DH1<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       4150000 | PA      | $2980039.09    | 0.00%             | 2030-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9634116.60    | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                            | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      20541000 | PA      | $21506062.33   | 0.02%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZAX7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       5019000 | PA      | $3875038.37    | 0.00%             | 2041-02-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2131000 | PA      | $1487967.65    | 0.00%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                     | RELIANCE LP                    | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1704000 | PA      | $1196303.98    | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      17000000 | PA      | $18322893.24   | 0.01%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       5600000 | PA      | $6728202.74    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2812.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       5864000 | PA      | $3932122.99    | 0.00%             | 2027-11-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                               | NORTHERN GAS                   | CUSIP: EF1611385<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |         59000 | PA      | $78151.66      | 0.00%             | 2027-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      12556000 | PA      | $8776644.45    | 0.01%             | 2028-06-09      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |      35135000 | PA      | $38514596.23   | 0.03%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      42997000 | PA      | $47993604.81   | 0.04%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12679700000 | PA      | $79302460.69   | 0.06%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      21500000 | PA      | $24976559.36   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      17995000 | PA      | $15973658.75   | 0.01%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5517220.02    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4300000 | PA      | $4757014.34    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3202692.23    | 0.00%             | 2027-03-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $2943799.39    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     233600000 | PA      | $1487055.22    | 0.00%             | 2028-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3413000 | PA      | $3703702.92    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7090263.33    | 0.01%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      17000000 | PA      | $18606429.71   | 0.01%             | 2029-01-14      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       9000000 | PA      | $6039834.31    | 0.00%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |       3413000 | PA      | $4064023.80    | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11718418.76   | 0.01%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      15696000 | PA      | $17059718.52   | 0.01%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      12070000 | PA      | $8135216.53    | 0.01%             | 2040-05-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       1500000 | PA      | $1951854.48    | 0.00%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       8000000 | PA      | $9283523.79    | 0.01%             | 2035-08-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZAY9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       4199000 | PA      | $2722459.69    | 0.00%             | 2042-09-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7607022.21    | 0.01%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      11255000 | PA      | $12157058.22   | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2779300000 | PA      | $17598269.35   | 0.01%             | 2028-04-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                              | DERWENT LONDON                 | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | DBT              | CORP              | GB        |       1400000 | PA      | $1548136.35    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      23000000 | PA      | $28897119.87   | 0.02%             | 2033-05-23      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      31550000 | PA      | $34060145.25   | 0.03%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BT8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       7200000 | PA      | $5347574.57    | 0.00%             | 2034-11-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     149170000 | PA      | $90108137.23   | 0.07%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Investment Nederland BV                                            | ROBERT BOSCH INV               | CUSIP: N/A<br>LEI: 72450009QLIV38GTKN14       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $577099.09     | 0.00%             | 2028-05-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2530000 | PA      | $1382818.04    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   63600000000 | PA      | $43137396.93   | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                            | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $8384252.61    | 0.01%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     266935000 | PA      | $309724714.62  | 0.23%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      11000000 | PA      | $12320571.58   | 0.01%             | 2027-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                | SUMITOMO ELECTRC               | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1769735.45    | 0.00%             | 2033-07-13      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      34740000 | PA      | $24907783.67   | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      19631000 | PA      | $21631123.40   | 0.02%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1959932.05    | 0.00%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      20000000 | PA      | $13591880.40   | 0.01%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $14585936.75   | 0.01%             | 2035-05-08      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      13000000 | PA      | $11050206.79   | 0.01%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAK7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3817816.12    | 0.00%             | 2032-07-19      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL               | CUSIP: N/A<br>LEI: MYF1DAS6G5WY7PRWCU78       | Long             | DBT              | CORP              | US        |       4400000 | PA      | $5170242.68    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      72000000 | PA      | $74482064.07   | 0.06%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5692350.78    | 0.00%             | 2035-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       1525000 | PA      | $1593786.95    | 0.00%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       2000000 | PA      | $2161384.38    | 0.00%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $16395813.92   | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |        600000 | PA      | $374933.47     | 0.00%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16490000 | PA      | $10883210.71   | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      52395000 | PA      | $13216230.90   | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23992.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $43998.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                           | THFC FUNDING 3                 | CUSIP: N/A<br>LEI: 2138003VKRGBYNDTVV92       | Long             | DBT              | CORP              | GB        |       7737000 | PA      | $9536550.86    | 0.01%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                              | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      28840000 | PA      | $32769148.57   | 0.02%             | 2028-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7606668.57    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       2231000 | PA      | $2537830.59    | 0.00%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       8513000 | PA      | $9564565.47    | 0.01%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4200993.90    | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1005871.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       5930000 | PA      | $4521402.71    | 0.00%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Canton of Solothurn                                                             | CANTON SOLOTHURN               | CUSIP: N/A<br>LEI: 894500774THBEXVXPT47       | Long             | DBT              | NUSS              | CH        |      10000000 | PA      | $12782876.67   | 0.01%             | 2045-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6518620.60    | 0.00%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12175454.09   | 0.01%             | 2079-12-31      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: ZS6149380<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $2652712.59    | 0.00%             | 2031-05-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       9600000 | PA      | $6421160.58    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                           | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       5452000 | PA      | $3933003.52    | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: ZR6340908<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5948324.31    | 0.00%             | 2029-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBQ5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       2939000 | PA      | $2068499.65    | 0.00%             | 2028-01-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  422095000000 | PA      | $27402747.51   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      65786000 | PA      | $38951233.87   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $2798561.15    | 0.00%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $4671919.37    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      57819000 | PA      | $15195349.54   | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       8575000 | PA      | $11387371.98   | 0.01%             | 2033-08-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      13800000 | PA      | $14733520.05   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: AP9082656<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3822749.08    | 0.00%             | 2027-12-17      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3918000 | PA      | $2781520.49    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                         | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2302000 | PA      | $2223954.74    | 0.00%             | 2032-10-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                               | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       4550000 | PA      | $2458151.11    | 0.00%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1017000 | PA      | $779619.78     | 0.00%             | 2031-02-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13823572.15   | 0.01%             | 2036-08-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7010642.65    | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     301300000 | PA      | $1922867.04    | 0.00%             | 2027-08-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      42936000 | PA      | $44332439.75   | 0.03%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  340000000000 | PA      | $21823845.58   | 0.02%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                      | HYUNDAI CAP CAN                | CUSIP: 44932WAB6<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       9166000 | PA      | $6554645.12    | 0.00%             | 2027-02-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8497782.53    | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1120039.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7996614.44    | 0.01%             | 2028-02-23      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3837195.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |       5100000 | PA      | $5071398.67    | 0.00%             | 2031-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     831400000 | PA      | $5325057.93    | 0.00%             | 2027-05-21      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                       | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       2000000 | PA      | $2707584.22    | 0.00%             | 2033-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1683000 | PA      | $1914340.29    | 0.00%             | 2026-12-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5346352.52    | 0.00%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     105300000 | PA      | $15661087.19   | 0.01%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11942818.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5543346.56    | 0.00%             | 2029-04-17      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       4654000 | PA      | $4896777.63    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9860373.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5637433.92    | 0.00%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-430055.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                                         | PLENARY PCL                    | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2932000 | PA      | $2102684.57    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1142781.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       9000000 | PA      | $10783868.66   | 0.01%             | 2028-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      10900000 | PA      | $12747349.77   | 0.01%             | 2027-07-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1800000000 | PA      | $10753799.88   | 0.01%             | 2036-01-31      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6308450000 | PA      | $39215475.91   | 0.03%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |       2366000 | PA      | $3065331.85    | 0.00%             | 2029-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5887132.51    | 0.00%             | 2027-04-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     121655000 | PA      | $135739235.52  | 0.10%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                              | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $3369717.91    | 0.00%             | 2030-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $11439457.06   | 0.01%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $9929403.64    | 0.01%             | 2030-05-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |       3810000 | PA      | $4554394.09    | 0.00%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      72207737 | PA      | $80883999.73   | 0.06%             | 2029-12-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      11585000 | PA      | $14134570.37   | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     760000000 | PA      | $5042575.10    | 0.00%             | 2027-10-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12000000 | PA      | $11718576.80   | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2540385.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     109575000 | PA      | $66229636.27   | 0.05%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $7532054.33    | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $597839.93     | 0.00%             | 2029-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4528503.42    | 0.00%             | 2027-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $24233189.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1974720000 | PA      | $5067269.12    | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $1064283.87    | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       3566000 | PA      | $3716528.01    | 0.00%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                        | FIRMENICH                      | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |       4913000 | PA      | $5405789.36    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      17000000 | PA      | $4470837.23    | 0.00%             | 2035-10-31      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5895150000 | PA      | $21809239.59   | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     149969000 | PA      | $96917374.63   | 0.07%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                   | NEWFLD & LAB HYD               | CUSIP: 651329BA1<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |        981000 | PA      | $826805.73     | 0.00%             | 2031-08-27      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       6000000 | PA      | $6972612.80    | 0.01%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1342513.29    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       3910000 | PA      | $4807837.26    | 0.00%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       1986000 | PA      | $2012492.71    | 0.00%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                       | CLOVER LP                      | CUSIP: 18914LAB6<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |        440692 | PA      | $315408.76     | 0.00%             | 2034-06-30      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5397853.05    | 0.00%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBA0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $249390.04     | 0.00%             | 2052-11-14      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TriSummit Utilities Inc                                                         | ALTAGAS CANADA                 | CUSIP: 02091ZAA6<br>LEI: 5493002OUQ05FKTI7O39 | Long             | DBT              | CORP              | CA        |       1335000 | PA      | $978545.53     | 0.00%             | 2028-12-05      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBY1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2250000 | PA      | $1645938.01    | 0.00%             | 2028-02-14      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12216985.22   | 0.01%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11755892.92   | 0.01%             | 2030-03-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     253573000 | PA      | $242169104.06  | 0.18%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      37521000 | PA      | $41372861.51   | 0.03%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1872644.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5925073.71    | 0.00%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121BH7<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2255248.58    | 0.00%             | 2029-02-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       7500000 | PA      | $8670062.28    | 0.01%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      17000000 | PA      | $20817129.65   | 0.02%             | 2036-02-08      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $3074687.40    | 0.00%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCQ5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2600000 | PA      | $1967373.50    | 0.00%             | 2029-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3214938.13    | 0.00%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |       4794000 | PA      | $5010597.16    | 0.00%             | 2030-04-03      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |        931000 | PA      | $684229.08     | 0.00%             | 2042-07-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      27000000 | PA      | $32267590.25   | 0.02%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10100200000 | PA      | $64976563.91   | 0.05%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       4913000 | PA      | $5384587.20    | 0.00%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6149771.71    | 0.00%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       4587000 | PA      | $5463125.95    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19404925.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12853000 | PA      | $13515989.53   | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       2780000 | PA      | $3810151.30    | 0.00%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | TOYOTA MOTOR FIN               | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |       4900000 | PA      | $5769398.89    | 0.00%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $13229280.45   | 0.01%             | 2029-02-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      71788000 | PA      | $23232016.99   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      35000000 | PA      | $40511138.63   | 0.03%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      90000000 | PA      | $58611152.15   | 0.04%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       7600000 | PA      | $9635153.50    | 0.01%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAQ6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       1103000 | PA      | $624367.28     | 0.00%             | 2051-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-183495.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      70610000 | PA      | $17386429.45   | 0.01%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5951000000 | PA      | $39678395.80   | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1907000 | PA      | $1187062.66    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $11304427.56   | 0.01%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 86721ZAX7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3657478.52    | 0.00%             | 2026-11-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3395.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II PLC                                                     | CANARY WHARF II                | CUSIP: EC3985420<br>LEI: 213800O9MO3KVXP3XQ22 | Long             | DBT              | CORP              | GB        |        338000 | PA      | $465343.28     | 0.00%             | 2035-01-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       4200000 | PA      | $4950419.24    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1335000000 | PA      | $41835836.54   | 0.03%             | 2027-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      12800000 | PA      | $12125157.14   | 0.01%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3597461.41    | 0.00%             | 2030-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       7400000 | PA      | $8494038.54    | 0.01%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                               | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8664325.71    | 0.01%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | SOCIETE NATIONAL               | CUSIP: BH5921227<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      12300000 | PA      | $12922701.27   | 0.01%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       9150000 | PA      | $10558096.33   | 0.01%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     101001000 | PA      | $102154209.79  | 0.08%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $8841923.69    | 0.01%             | 2051-11-19      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  135000000000 | PA      | $96151515.00   | 0.07%             | 2026-12-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1265000 | PA      | $1000903.39    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19254000 | PA      | $22047441.89   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      11556000 | PA      | $12504149.94   | 0.01%             | 2028-07-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6728080.15    | 0.01%             | 2040-02-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5911256.90    | 0.00%             | 2027-06-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       4223000 | PA      | $4870610.45    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     230214516 | PA      | $184929286.00  | 0.14%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                           | PEEL REG ONTARIO               | CUSIP: 705464DQ5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       3419000 | PA      | $2641006.68    | 0.00%             | 2040-06-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |       9800000 | PA      | $65057.65      | 0.00%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RMPA Services PLC                                                               | RMPA SERVS PLC                 | CUSIP: N/A<br>LEI: 894500HR4WSN0TNS0D12       | Long             | DBT              | CORP              | GB        |       1737746 | PA      | $2337816.92    | 0.00%             | 2038-09-30      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      42500000 | PA      | $47923106.71   | 0.04%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      58850000 | PA      | $7483545.96    | 0.01%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      34000000 | PA      | $38193505.51   | 0.03%             | 2027-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Isle of Man Government International Bond                                       | ISLE OF MAN                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IM        |       5732000 | PA      | $3388890.48    | 0.00%             | 2051-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   35000000000 | PA      | $22586350.59   | 0.02%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5453150000 | PA      | $35735860.28   | 0.03%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $606225.18     | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH SA                                                            | AXA HOME LOAN                  | CUSIP: N/A<br>LEI: 969500AIOJG7FHMDYZ30       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5200334.61    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       4529000 | PA      | $5523445.26    | 0.00%             | 2027-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1722066.56    | 0.00%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: BH5287488<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9037900.52    | 0.01%             | 2028-04-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                              | LABRADOR-ISLAND                | CUSIP: 505443AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       3311000 | PA      | $2236463.11    | 0.00%             | 2045-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     395253000 | PA      | $384874924.19  | 0.29%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAQ4<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6544487.75    | 0.00%             | 2027-01-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |        238000 | PA      | $243300.53     | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17636965.16   | 0.01%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $4320445.40    | 0.00%             | 2038-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      19800000 | PA      | $21630083.75   | 0.02%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3936595.72    | 0.00%             | 2028-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1054317.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AB2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1250000 | PA      | $1013890.51    | 0.00%             | 2040-12-10      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                        | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |        760000 | PA      | $466049.93     | 0.00%             | 2029-04-23      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4500000 | PA      | $5106187.14    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3005839.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                         | M&G PLC                        | CUSIP: AU5739852<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       4796000 | PA      | $6307803.31    | 0.00%             | 2051-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       5079000 | PA      | $7526805.52    | 0.01%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       2351000 | PA      | $4900736.40    | 0.00%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: ZR5213932<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4313261.24    | 0.00%             | 2029-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3972941.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      13000000 | PA      | $15524843.99   | 0.01%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4000000 | PA      | $4082860.32    | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       4100000 | PA      | $4408342.39    | 0.00%             | 2049-09-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       2623000 | PA      | $3608352.49    | 0.00%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                               | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6476360.99    | 0.00%             | 2050-07-27      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      21294000 | PA      | $7541832.19    | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3090243.61    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: AZ4612505<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |       2513000 | PA      | $2805251.69    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      35000000 | PA      | $39998023.21   | 0.03%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      10750000 | PA      | $7923775.91    | 0.01%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                       | SOUTHERN GAS NET               | CUSIP: EH3443791<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |         82000 | PA      | $111357.21     | 0.00%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       9947000 | PA      | $11234008.34   | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      28158000 | PA      | $16222643.46   | 0.01%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11000000 | PA      | $13069388.27   | 0.01%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $18172218.02   | 0.01%             | 2031-01-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1105838.06    | 0.00%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      12000000 | PA      | $8731181.72    | 0.01%             | 2041-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2130000 | PA      | $2492480.48    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5450750.81    | 0.00%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       1051000 | PA      | $749763.64     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       4913000 | PA      | $5518776.93    | 0.00%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      15400000 | PA      | $17926220.85   | 0.01%             | 2029-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6769000 | PA      | $8375498.18    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $7275102.71    | 0.01%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       6516000 | PA      | $4577159.79    | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ottawa MacDonald-Cartier International Airport Authority                        | OTTAWA MACDONALD               | CUSIP: 689561AD0<br>LEI: 2549008095NAOCVM4L78 | Long             | DBT              | CORP              | CA        |        610403 | PA      | $405284.22     | 0.00%             | 2045-06-09      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     177901000 | PA      | $128166308.71  | 0.10%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: EG2525376<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        750000 | PA      | $999496.30     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      33000000 | PA      | $39204790.87   | 0.03%             | 2032-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                  | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5335554.87    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      64134100 | PA      | $41549339.82   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      22000000 | PA      | $25990904.67   | 0.02%             | 2029-04-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $12036004.18   | 0.01%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                               | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |       5071000 | PA      | $3949255.70    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                  | AMCO SPA                       | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |       4552000 | PA      | $5020529.65    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8120000 | PA      | $5762696.64    | 0.00%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Home Loan SFH SA                                                    | BNP PARIBAS HOME               | CUSIP: N/A<br>LEI: 969500O7DJZNM0F0Z036       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11708709.19   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $21223794.53   | 0.02%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        737000 | PA      | $1051802.07    | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      13050000 | PA      | $17864738.17   | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1038500000 | PA      | $6346381.93    | 0.00%             | 2030-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     141182000 | PA      | $159065819.27  | 0.12%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       7747000 | PA      | $5201265.27    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | FORTISBC ENERGY                | CUSIP: 34959ZAM4<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $284041.10     | 0.00%             | 2052-11-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |       5500000 | PA      | $6551474.99    | 0.00%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2542879.76    | 0.00%             | 2028-09-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $3970801.07    | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6253555.52    | 0.00%             | 2029-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: AO2464011<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2553332.81    | 0.00%             | 2027-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-558352.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avinor AS                                                                       | AVINOR AS                      | CUSIP: N/A<br>LEI: 5967007LIEEXZX8ZW078       | Long             | DBT              | CORP              | NO        |       8000000 | PA      | $8335501.39    | 0.01%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       5790000 | PA      | $7236699.14    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1241125.04    | 0.00%             | 2030-06-20      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                        | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9331861.00    | 0.01%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: 64953BAU2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       5207000 | PA      | $3639744.79    | 0.00%             | 2028-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3354808.86    | 0.00%             | 2027-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     106019000 | PA      | $56843901.40   | 0.04%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       4600000 | PA      | $5298516.38    | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      36401467 | PA      | $46831479.23   | 0.04%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $5866384.23    | 0.00%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      87902500 | PA      | $55342845.20   | 0.04%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $3647820.04    | 0.00%             | 2032-08-21      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBQ5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1445062.78    | 0.00%             | 2052-09-14      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      10400000 | PA      | $11112034.73   | 0.01%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      13900000 | PA      | $10429134.67   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd                                                               | WESTON (GEORGE)                | CUSIP: 9611488Z9<br>LEI: 549300FAHC3L1QKNT280 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1463500.20    | 0.00%             | 2029-09-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6371783.79    | 0.00%             | 2028-09-27      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      47887837 | PA      | $53627912.65   | 0.04%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       8300000 | PA      | $6119585.77    | 0.00%             | 2032-08-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $4500548.50    | 0.00%             | 2026-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      54491000 | PA      | $63837772.39   | 0.05%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                              | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |       1906000 | PA      | $2159589.44    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      19351000 | PA      | $21403664.83   | 0.02%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    4955000000 | PA      | $5329773.16    | 0.00%             | 2034-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4600000 | PA      | $3292461.27    | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      12276000 | PA      | $14938947.71   | 0.01%             | 2028-10-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1152132.98    | 0.00%             | 2079-12-31      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   20200000000 | PA      | $18358569.24   | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |        100000 | PA      | $109337.58     | 0.00%             | 2030-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $616729.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       3878000 | PA      | $2323010.89    | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $6242499.10    | 0.00%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       5300000 | PA      | $6644502.61    | 0.00%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3120.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       8500000 | PA      | $12367666.44   | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $10169916.76   | 0.01%             | 2031-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | COASTAL GASLINK                | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       4800000 | PA      | $3907042.57    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3539327.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       2200000 | PA      | $2780587.93    | 0.00%             | 2031-04-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7157106.31    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4535000 | PA      | $5526586.84    | 0.00%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       4925000 | PA      | $3551159.04    | 0.00%             | 2029-12-12      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7413811.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AG Insurance SA                                                                 | AG INSURANCE                   | CUSIP: N/A<br>LEI: G05OZ4J4E05KDATL0J93       | Long             | DBT              | CORP              | BE        |       1300000 | PA      | $1516795.03    | 0.00%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2683000 | PA      | $2978667.31    | 0.00%             | 2028-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAU9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       4250000 | PA      | $2883294.78    | 0.00%             | 2031-06-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      86164000 | PA      | $46368146.53   | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mountain View Partners GP                                                       | MOUNTAIN VIEW PT               | CUSIP: N/A<br>LEI: 5493000LE2PFR6X4RR93       | Long             | DBT              | CORP              | CA        |         29705 | PA      | $18760.84      | 0.00%             | 2051-03-31      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       4728000 | PA      | $4070261.25    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823ZAB8<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |         25000 | PA      | $21182.51      | 0.00%             | 2039-11-23      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        957000 | PA      | $1014626.21    | 0.00%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                    | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |      89000000 | PA      | $557282.53     | 0.00%             | 2029-05-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      48300000 | PA      | $35177872.67   | 0.03%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                            | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6191586.58    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MCG6<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $758080.57     | 0.00%             | 2034-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                  | HOSP SICK CHILDR               | CUSIP: 44107DAA9<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |        850000 | PA      | $653638.64     | 0.00%             | 2049-12-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      21318000 | PA      | $23068980.14   | 0.02%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                           | NOUVELLE AUTO                  | CUSIP: 66980CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1427941 | PA      | $965745.63     | 0.00%             | 2042-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     233494000 | PA      | $262520061.83  | 0.20%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-20888.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                              | HELVETIA EUROPE                | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |       6257000 | PA      | $6855795.14    | 0.01%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4900000 | PA      | $6211667.20    | 0.00%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3971850000 | PA      | $25983087.04   | 0.02%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2405250.79    | 0.00%             | 2033-07-25      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     131410444 | PA      | $105212239.43  | 0.08%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Euroclear Holding NV                                                            | EUROCLEAR                      | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3416917.44    | 0.00%             | 2026-12-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $4578735.57    | 0.00%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   20000000000 | PA      | $13649410.77   | 0.01%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      29000000 | PA      | $18952084.83   | 0.01%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7163102.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3613807.94    | 0.00%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                      | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1608916.41    | 0.00%             | 2033-11-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 391906AJ3<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |        590000 | PA      | $331414.26     | 0.00%             | 2051-10-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $4085845.75    | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      50000000 | PA      | $58288666.22   | 0.04%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47014000 | PA      | $39403199.41   | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $217372.51     | 0.00%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      30000000 | PA      | $19298884.22   | 0.01%             | 2028-02-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $148329.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2309157.57    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DM9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       8770000 | PA      | $9169034.46    | 0.01%             | 2030-05-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5120000 | PA      | $7337313.81    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      11700000 | PA      | $12685457.50   | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3332653.30    | 0.00%             | 2028-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      39200000 | PA      | $43597128.24   | 0.03%             | 2028-07-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |       2975000 | PA      | $3420313.51    | 0.00%             | 2028-05-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       9725000 | PA      | $11052680.43   | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      15153000 | PA      | $11593295.55   | 0.01%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       5500000 | PA      | $2710571.75    | 0.00%             | 2039-11-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   31000000000 | PA      | $189771576.15  | 0.14%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      10605000 | PA      | $8182055.98    | 0.01%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                         | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |       4000000 | PA      | $4463304.46    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  149500000000 | PA      | $97732318.37   | 0.07%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  375000000000 | PA      | $24132645.82   | 0.02%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      19000000 | PA      | $22642470.77   | 0.02%             | 2029-03-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       4025000 | PA      | $2954962.13    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       6740000 | PA      | $7584519.52    | 0.01%             | 2027-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     122803000 | PA      | $88197175.02   | 0.07%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      15370000 | PA      | $18531532.36   | 0.01%             | 2034-08-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     541410000 | PA      | $22129236.44   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $75013846.60   | 0.06%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       1681000 | PA      | $951681.63     | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      10052000 | PA      | $9471100.01    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2750000 | PA      | $2017380.63    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12220259.90   | 0.01%             | 2029-07-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5206489.77    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17395277.13   | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                            | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |       2500000 | PA      | $2959301.37    | 0.00%             | 2033-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      27000000 | PA      | $29432989.54   | 0.02%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $9007294.89    | 0.01%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       4086000 | PA      | $4626100.32    | 0.00%             | 2027-04-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       4950000 | PA      | $3677916.17    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23707869.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1367731.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3008980.01    | 0.00%             | 2031-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       8200000 | PA      | $9308833.54    | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       7200000 | PA      | $8245953.02    | 0.01%             | 2026-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      11882000 | PA      | $13379534.43   | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                               | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11728786.05   | 0.01%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5760189.43    | 0.00%             | 2026-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                        | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       1000000 | PA      | $1104845.74    | 0.00%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9000000000 | PA      | $57146186.49   | 0.04%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4596990.33    | 0.00%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |      15607000 | PA      | $18237186.58   | 0.01%             | 2031-07-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1843010000 | PA      | $85983159.70   | 0.06%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7470567.48    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     304124000 | PA      | $29447120.62   | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8018130.03    | 0.01%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7111631.39    | 0.01%             | 2055-06-18      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17162350000 | PA      | $54619293.02   | 0.04%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      81074000 | PA      | $93510067.13   | 0.07%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   52000000000 | PA      | $30643002.35   | 0.02%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZPV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3936000 | PA      | $2219515.60    | 0.00%             | 2052-09-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                     | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      16000000 | PA      | $18649453.76   | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                         | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17637454.67   | 0.01%             | 2033-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       1148000 | PA      | $744672.98     | 0.00%             | 2026-12-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Community Finance Co 1 PLC                                                      | COM FINANCE 1                  | CUSIP: N/A<br>LEI: 213800VZPKVQ7LLB8E76       | Long             | DBT              | CORP              | GB        |       2097000 | PA      | $2766959.89    | 0.00%             | 2034-07-31      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2564213.24    | 0.00%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      88654000 | PA      | $85116356.27   | 0.06%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      40577000 | PA      | $44634265.02   | 0.03%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12016000 | PA      | $7668541.66    | 0.01%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |        360000 | PA      | $304979.38     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2269121.89    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      68250000 | PA      | $54893213.88   | 0.04%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      30000000 | PA      | $28932240.31   | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       2439000 | PA      | $2757548.81    | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                             | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       1004000 | PA      | $1141249.96    | 0.00%             | 2049-02-19      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                         | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $5452234.47    | 0.00%             | 2032-02-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       2157700 | PA      | $1204941.29    | 0.00%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBD0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $419039.75     | 0.00%             | 2045-05-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4142503.00    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAE4<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       1800000 | PA      | $1325478.14    | 0.00%             | 2034-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       2365000 | PA      | $1264754.21    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                    | 3I GROUP PLC                   | CUSIP: EC1986149<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       2439000 | PA      | $3367349.26    | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                  | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      12151000 | PA      | $12513838.37   | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GE1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4700000 | PA      | $3218236.49    | 0.00%             | 2031-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7033711.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     200000000 | PA      | $267818036.83  | 0.20%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7493000 | PA      | $9641064.73    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2816394.37    | 0.00%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      17596000 | PA      | $12236030.44   | 0.01%             | 2035-05-13      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |        125000 | PA      | $170340.14     | 0.00%             | 2028-03-31      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FIL Ltd/Bermuda                                                                 | FIL LTD/BERMUDA                | CUSIP: N/A<br>LEI: 549300SGJNFISS8EB433       | Long             | DBT              | CORP              | BM        |       1337000 | PA      | $1541766.74    | 0.00%             | 2026-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      30000000 | PA      | $34682745.75   | 0.03%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                       | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |       2452000 | PA      | $1321194.90    | 0.00%             | 2055-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4565390.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6273511.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12862778.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $513410.64     | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                                          | FUJIFILM HOLDING               | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1280624.75    | 0.00%             | 2027-04-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |         64000 | PA      | $47098.56      | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: ZP3535157<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1265380.85    | 0.00%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |       5750000 | PA      | $7837617.37    | 0.01%             | 2030-09-06      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     200000000 | PA      | $28676745.30   | 0.02%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |       8404000 | PA      | $8911190.04    | 0.01%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: ZR5694701<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $1384769.58    | 0.00%             | 2049-09-30      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       3704000 | PA      | $4140865.39    | 0.00%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $13004015.98   | 0.01%             | 2029-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       5100000 | PA      | $5581720.81    | 0.00%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                          | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $4054563.69    | 0.00%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      12829000 | PA      | $13307871.99   | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7163431.49    | 0.01%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       4700000 | PA      | $3117789.09    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      35805000 | PA      | $44901658.82   | 0.03%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Sika Capital BV                                                                 | SIKA CAPITAL BV                | CUSIP: N/A<br>LEI: 549300QW8B2Z3FSBS808       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $13166700.75   | 0.01%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                         | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2452572.60    | 0.00%             | 2034-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8752050000 | PA      | $37161365.59   | 0.03%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: N/A<br>LEI: D01LMJZU09ULLNCY6Z23       | Long             | DBT              | CORP              | US        |        500000 | PA      | $607059.43     | 0.00%             | 2050-02-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: AM3605921<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |       2400000 | PA      | $2960827.21    | 0.00%             | 2029-02-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       4500000 | PA      | $5072681.16    | 0.00%             | 2027-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5783330.61    | 0.00%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     400000000 | PA      | $2544792.94    | 0.00%             | 2031-12-16      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                         | HEIDELBERG MATER               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9550945.98    | 0.01%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $9799141.79    | 0.01%             | 2043-11-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                               | GIBSON ENERGY                  | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1091749.66    | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     135249000 | PA      | $150977410.18  | 0.11%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $43998.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      50900000 | PA      | $36626181.83   | 0.03%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14608850.90   | 0.01%             | 2030-07-10      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      35700000 | PA      | $26236169.39   | 0.02%             | 2033-06-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12679950000 | PA      | $77049410.51   | 0.06%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                        | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1090953.47    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | TENN VALLEY AUTH               | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |        684000 | PA      | $938873.88     | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                       | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |       5684000 | PA      | $5748908.64    | 0.00%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                             | UNITE GROUP                    | CUSIP: AU7595815<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |       1296000 | PA      | $1653591.33    | 0.00%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAF8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1521497.80    | 0.00%             | 2027-06-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $6031901.48    | 0.00%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     852018000 | PA      | $29606085.36   | 0.02%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      40133000 | PA      | $38337838.29   | 0.03%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5798749.03    | 0.00%             | 2030-02-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $15190220.23   | 0.01%             | 2036-03-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   25000000000 | PA      | $17442886.47   | 0.01%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| City of Vancouver                                                               | VANCOUVER CITY                 | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |        628000 | PA      | $385192.78     | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAJ6<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       1000000 | PA      | $677299.63     | 0.00%             | 2030-07-03      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                           | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       2057000 | PA      | $2426275.24    | 0.00%             | 2047-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      10260000 | PA      | $7349279.95    | 0.01%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1894632.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      19400000 | PA      | $20444946.51   | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $12944970.30   | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       5331000 | PA      | $3604892.10    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     228090000 | PA      | $19445920.84   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     290000000 | PA      | $330372817.75  | 0.25%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| University of Ottawa                                                            | UNIV OF OTTAWA                 | CUSIP: 914771AA8<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $670597.98     | 0.00%             | 2043-04-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6164911.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      41117000 | PA      | $30758700.23   | 0.02%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14991473.84   | 0.01%             | 2033-07-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |       5000000 | PA      | $3133935.63    | 0.00%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |      17632000 | PA      | $22249907.96   | 0.02%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3104168.33    | 0.00%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                  | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3142790.68    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      70000000 | PA      | $45526869.16   | 0.03%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBE5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1716242.34    | 0.00%             | 2041-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $20368.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6014362.46    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5606000 | PA      | $5984304.17    | 0.00%             | 2029-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21282000 | PA      | $16663031.37   | 0.01%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CAN PAC RR CO                  | CUSIP: 13645RBL7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      11000000 | PA      | $7977248.94    | 0.01%             | 2032-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      14000000 | PA      | $15540171.70   | 0.01%             | 2030-09-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CS9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |        225000 | PA      | $160888.45     | 0.00%             | 2029-02-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       1355000 | PA      | $993890.45     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: AR9244922<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5433330.77    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                | MER-BENZ CA FIN                | CUSIP: 58769CAB8<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1273973.73    | 0.00%             | 2028-06-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government of the Northwest Territories                                         | GOVT OF THE NWT                | CUSIP: 667915AB8<br>LEI: 549300MHKRYWVMMSH566 | Long             | DBT              | NUSS              | CA        |        491000 | PA      | $225425.38     | 0.00%             | 2051-09-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       9230000 | PA      | $6569931.83    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6650065.86    | 0.00%             | 2033-09-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telereal Secured Finance PLC                                                    | TELEREAL SECURED               | CUSIP: N/A<br>LEI: 213800OMYN4NJ6W4AD35       | Long             | DBT              | CORP              | GB        |        888094 | PA      | $1120691.45    | 0.00%             | 2031-12-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       8800000 | PA      | $6436838.44    | 0.00%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      29486000 | PA      | $32969698.74   | 0.02%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7345469.11    | 0.01%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5540606.71    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $3803447.81    | 0.00%             | 2032-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718EX3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       3459000 | PA      | $3794634.63    | 0.00%             | 2029-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: AT5926676<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3716312.87    | 0.00%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      10000000 | PA      | $11210311.38   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                        | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       4400000 | PA      | $4783926.71    | 0.00%             | 2028-01-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      15905000 | PA      | $17543260.87   | 0.01%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     134874000 | PA      | $85479249.84   | 0.06%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $3344071.21    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                            | MMS USA HLDGS                  | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      12100000 | PA      | $13509376.09   | 0.01%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17677868.81   | 0.01%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Services Finance Ltd                                            | YORKS WATER FIN                | CUSIP: EG4572640<br>LEI: 213800SPVHJCCUH13862 | Long             | DBT              | CORP              | GB        |        400000 | PA      | $518768.80     | 0.00%             | 2037-05-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      12300000 | PA      | $14607073.36   | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |       4781000 | PA      | $4706604.48    | 0.00%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7102925.66    | 0.01%             | 2029-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      13200000 | PA      | $15485930.66   | 0.01%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      25000000 | PA      | $28069654.07   | 0.02%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $7364437.98    | 0.01%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-695534.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       2725000 | PA      | $1980692.15    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12236350000 | PA      | $76755778.64   | 0.06%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $242488.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | DONG A/S                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       1702000 | PA      | $2139900.50    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      19811000 | PA      | $12372324.20   | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      64392000 | PA      | $15536075.25   | 0.01%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      29000000 | PA      | $31917672.78   | 0.02%             | 2028-01-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |       3200000 | PA      | $3711678.88    | 0.00%             | 2031-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     109655000 | PA      | $111184491.89  | 0.08%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      10781000 | PA      | $11045315.10   | 0.01%             | 2079-12-31      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       2800000 | PA      | $3094671.13    | 0.00%             | 2032-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                               | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3722226.11    | 0.00%             | 2051-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6809649.09    | 0.01%             | 2039-11-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |        822000 | PA      | $836615.80     | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333EE2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |        491000 | PA      | $378832.36     | 0.00%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       7700000 | PA      | $8498583.24    | 0.01%             | 2029-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       8970000 | PA      | $6246638.16    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2208477.74    | 0.00%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                             | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3549689.25    | 0.00%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                        | DEXIA                          | CUSIP: ZP5175648<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5608311.64    | 0.00%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                  | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $7455684.29    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                            | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10977171.88   | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAJ6<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |        770000 | PA      | $598569.85     | 0.00%             | 2052-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4866000 | PA      | $3510444.91    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                          | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       1282000 | PA      | $1513573.42    | 0.00%             | 2032-05-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |        981000 | PA      | $813427.11     | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11824799.50   | 0.01%             | 2034-10-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQT6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       2135000 | PA      | $1592119.23    | 0.00%             | 2032-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $84765083.00   | 0.06%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                   | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       5790000 | PA      | $6634774.48    | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     608393000 | PA      | $669229705.33  | 0.50%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                    | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $6001860.38    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $5854246.62    | 0.00%             | 2031-07-22      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3900000 | PA      | $4096869.61    | 0.00%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     180000000 | PA      | $211425318.65  | 0.16%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3325050000 | PA      | $12516391.36   | 0.01%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       6000000 | PA      | $7023182.56    | 0.01%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                   | CALGARY AIRPORT                | CUSIP: 12959CAC3<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       1450000 | PA      | $908294.14     | 0.00%             | 2041-10-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     125770000 | PA      | $138234576.70  | 0.10%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       5491000 | PA      | $3558856.56    | 0.00%             | 2027-07-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       8335000 | PA      | $6067745.69    | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     130450000 | PA      | $147948607.62  | 0.11%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1384306.90    | 0.00%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3688000 | PA      | $4833005.81    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                             | HENKEL AG & CO                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2447343.49    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: AM1130609<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |       8200000 | PA      | $8193423.49    | 0.01%             | 2037-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      39726000 | PA      | $22772281.23   | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                          | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4798934.03    | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6890788.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     126160000 | PA      | $144476238.63  | 0.11%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6316650000 | PA      | $40666433.67   | 0.03%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                  | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2936613.18    | 0.00%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15232950000 | PA      | $92265941.58   | 0.07%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2945000 | PA      | $3622479.91    | 0.00%             | 2034-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       5515000 | PA      | $6806097.99    | 0.01%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      20455000 | PA      | $17967592.44   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      95725000 | PA      | $29639471.22   | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                       | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |       4938000 | PA      | $6185309.00    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-186                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     240000000 | PA      | $273345649.78  | 0.20%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      10337000 | PA      | $11798728.86   | 0.01%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3537199.38    | 0.00%             | 2079-12-31      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: AW8745126<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       9133000 | PA      | $10032414.69   | 0.01%             | 2029-02-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10246225.51   | 0.01%             | 2032-11-09      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      14500000 | PA      | $17064594.97   | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     144000000 | PA      | $71470302.89   | 0.05%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBG7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       9701000 | PA      | $7000996.35    | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $12075186.21   | 0.01%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       2800000 | PA      | $2766527.13    | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1581550000 | PA      | $11047464.90   | 0.01%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $10562903.57   | 0.01%             | 2029-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       7600000 | PA      | $5553133.68    | 0.00%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                                                | STELLA-JONES                   | CUSIP: 85853FAB1<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | DBT              | CORP              | CA        |       3715000 | PA      | $2701373.29    | 0.00%             | 2031-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       9700000 | PA      | $10429963.67   | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $12195164.40   | 0.01%             | 2030-01-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2453719.90    | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                        | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      16904000 | PA      | $18171364.52   | 0.01%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10465.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      15000000 | PA      | $17533700.61   | 0.01%             | 2031-01-28      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      13603000 | PA      | $15359876.86   | 0.01%             | 2026-11-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12373368.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                             | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       1600000 | PA      | $1699433.31    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $448141.46     | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3010300000 | PA      | $19956349.33   | 0.01%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                            | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |        282000 | PA      | $304231.28     | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       8602000 | PA      | $9716970.37    | 0.01%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6288872.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     334414000 | PA      | $402275296.44  | 0.30%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     236057000 | PA      | $232490075.95  | 0.17%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $631958.80     | 0.00%             | 2028-11-24      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       6827000 | PA      | $6611097.50    | 0.00%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       8922000 | PA      | $8682292.59    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      12800000 | PA      | $15175390.09   | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       8459000 | PA      | $9305385.56    | 0.01%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $12932013.67   | 0.01%             | 2028-07-14      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      35300000 | PA      | $40423689.01   | 0.03%             | 2037-11-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      22080000 | PA      | $23783517.38   | 0.02%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4140000 | PA      | $4995886.55    | 0.00%             | 2032-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                  | NEXT GROUP PLC                 | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |       3459000 | PA      | $4478091.51    | 0.00%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5495000 | PA      | $8535243.69    | 0.01%             | 2036-06-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       1975000 | PA      | $2242420.38    | 0.00%             | 2027-10-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3377000 | PA      | $2274375.01    | 0.00%             | 2035-10-01      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      93719000 | PA      | $108841362.84  | 0.08%             | 2033-06-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       2516000 | PA      | $1803562.55    | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1977449.90    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                  | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2987144.49    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                               | SELP FINANCE SAR               | CUSIP: AZ1510454<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |       2552000 | PA      | $2907084.30    | 0.00%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       5000000 | PA      | $5031041.44    | 0.00%             | 2031-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $4020156.62    | 0.00%             | 2028-09-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |       7821000 | PA      | $8461318.54    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-946336.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       5365000 | PA      | $5997493.11    | 0.00%             | 2027-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1418710000 | PA      | $72178231.47   | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        680000 | PA      | $510761.96     | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: EG5612718<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       7060000 | PA      | $8570379.21    | 0.01%             | 2027-06-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      12700000 | PA      | $8768784.29    | 0.01%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      30000000 | PA      | $34286499.24   | 0.03%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      10300000 | PA      | $12173255.91   | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                           | DAIICHI SANKYO                 | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $3946707.29    | 0.00%             | 2036-07-25      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     935930000 | PA      | $48024289.43   | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13261002.39   | 0.01%             | 2028-05-31      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       6300000 | PA      | $7245263.60    | 0.01%             | 2030-07-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: ZS0711912<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |        331000 | PA      | $324958.40     | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       7000000 | PA      | $8155352.68    | 0.01%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: EJ2313116<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3139264.32    | 0.00%             | 2042-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                          | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |      17000000 | PA      | $19385489.75   | 0.01%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEXUS Finance Pty Ltd                                                           | DEXUS FINANCE                  | CUSIP: N/A<br>LEI: 254900Q8HV90024Z7W84       | Long             | DBT              | CORP              | AU        |       2780000 | PA      | $1611569.14    | 0.00%             | 2032-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $903196.98     | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: AR1691807<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     116000000 | PA      | $736767.25     | 0.00%             | 2028-03-14      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       8172000 | PA      | $9545271.01    | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                  | INTER-AMERICAN I               | CUSIP: N/A<br>LEI: 5493001X4LH60PFRL744       | Long             | DBT              | CORP              | N/A       |      10350000 | PA      | $11881150.21   | 0.01%             | 2032-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      37190000 | PA      | $41626504.50   | 0.03%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12864958.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18917000 | PA      | $19840138.25   | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6300000 | PA      | $7493923.66    | 0.01%             | 2035-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suedzucker AG                                                                   | SUEDZUCKER AG                  | CUSIP: N/A<br>LEI: 529900S8QNB101D40S72       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8276918.30    | 0.01%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      25000000 | PA      | $29193790.44   | 0.02%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1260540.27    | 0.00%             | 2027-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |        200000 | PA      | $225145.08     | 0.00%             | 2028-01-18      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       4552000 | PA      | $5316070.24    | 0.00%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8075572.46    | 0.01%             | 2027-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |        900000 | PA      | $1074780.50    | 0.00%             | 2027-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-919235.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      12958000 | PA      | $11217389.81   | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AM9<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3858230.37    | 0.00%             | 2029-04-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5420264.65    | 0.00%             | 2028-01-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5165154.04    | 0.00%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arqiva Financing PLC                                                            | ARQIVA FINANCING               | CUSIP: N/A<br>LEI: 213800HHECW72RW2QH41       | Long             | DBT              | CORP              | GB        |        989000 | PA      | $1289606.45    | 0.00%             | 2032-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $111422.36     | 0.00%             | 2028-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wheatley Group Capital PLC                                                      | WHEATLEY GROUP C               | CUSIP: N/A<br>LEI: 213800H5Z7A5G7ZS2U33       | Long             | DBT              | CORP              | GB        |       1131000 | PA      | $1249947.35    | 0.00%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    3403180000 | PA      | $9749698.41    | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     113679000 | PA      | $56198386.12   | 0.04%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $913944.76     | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       9600000 | PA      | $9561610.67    | 0.01%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11734968.87   | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australian Energy Market Operator Ltd                                           | AUSTRALIAN ENERG               | CUSIP: N/A<br>LEI: 9845004BEAF1136E8651       | Long             | DBT              | CORP              | AU        |       2840000 | PA      | $1905981.69    | 0.00%             | 2028-12-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: BRS9C2CF7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    1710000000 | PA      | $11463980.47   | 0.01%             | 2030-01-28      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     130000000 | PA      | $148758104.86  | 0.11%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7088011.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       1800000 | PA      | $1714678.40    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      13275000 | PA      | $14703979.09   | 0.01%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      13100000 | PA      | $15684542.85   | 0.01%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      33802000 | PA      | $38459440.47   | 0.03%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5718333.24    | 0.00%             | 2035-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |      39630000 | PA      | $46475912.28   | 0.03%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3578472.74    | 0.00%             | 2047-02-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                  | SOUTH BOW CANADI               | CUSIP: 836720AB8<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1838331.43    | 0.00%             | 2032-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citizen Treasury PLC                                                            | WM TREAS 2 PLC                 | CUSIP: N/A<br>LEI: 213800U87S2B5BF1RO21       | Long             | DBT              | CORP              | GB        |       4322000 | PA      | $3764020.04    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      10662000 | PA      | $10599193.00   | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13100000000 | PA      | $55339904.87   | 0.04%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     302346980 | PA      | $404455203.51  | 0.30%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2457000 | PA      | $2806229.12    | 0.00%             | 2027-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $900250.03     | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        950000 | PA      | $1153972.76    | 0.00%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $27164364.27   | 0.02%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       5283000 | PA      | $2478313.09    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11716000 | PA      | $12459334.79   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       6300000 | PA      | $7282351.26    | 0.01%             | 2030-03-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAK3<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $684326.87     | 0.00%             | 2027-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      18800000 | PA      | $20577941.64   | 0.02%             | 2028-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   85000000000 | PA      | $50766534.13   | 0.04%             | 2047-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                           | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $3551674.18    | 0.00%             | 2033-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Linde Finance BV                                                                | LINDE FINANCE BV               | CUSIP: N/A<br>LEI: 5H8RMHHYTWIP1RKLCE38       | Long             | DBT              | CORP              | NL        |       6800000 | PA      | $6681658.43    | 0.00%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $20499155.29   | 0.02%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      79862700 | PA      | $48438200.72   | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      66000000 | PA      | $34401055.12   | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Redexis Gas Finance BV                                                          | REDEXIS GAS FIN                | CUSIP: N/A<br>LEI: 724500XI19XTPCL36320       | Long             | DBT              | CORP              | NL        |       7596000 | PA      | $8659528.96    | 0.01%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |       4000000 | PA      | $4624679.62    | 0.00%             | 2055-09-02      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: AW4371570<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7413939.19    | 0.01%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                        | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       1700000 | PA      | $1800973.71    | 0.00%             | 2053-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Capital Funding Sterling 1 LP                                         | HSBC BNK CAO FND               | CUSIP: N/A<br>LEI: 2138007XGRZME1ZCTY76       | Long             | DBT              | CORP              | JE        |         62000 | PA      | $85478.60      | 0.00%             | 2079-12-31      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $4999821.92    | 0.00%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd                                                            | SUNTORY HOLDINGS               | CUSIP: N/A<br>LEI: 54930074QUY8RD0UZM08       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1205316.72    | 0.00%             | 2033-05-25      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |       6600000 | PA      | $41755.93      | 0.00%             | 2028-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $6175436.11    | 0.00%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      17760000 | PA      | $19211300.25   | 0.01%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1061094.04    | 0.00%             | 2032-08-26      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1975915.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                       | COVENTRY BDG SOC               | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |       2062000 | PA      | $2384248.16    | 0.00%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       1990000 | PA      | $1866748.78    | 0.00%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       1110000 | PA      | $726172.37     | 0.00%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       1257000 | PA      | $1314609.46    | 0.00%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      12000000 | PA      | $13123364.91   | 0.01%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11868110.32   | 0.01%             | 2028-03-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       7600000 | PA      | $8278340.60    | 0.01%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11534340.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10584329.03   | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       6200000 | PA      | $7251119.13    | 0.01%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      24500000 | PA      | $10803836.49   | 0.01%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5943227.95    | 0.00%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     169993000 | PA      | $157907211.44  | 0.12%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       4500000 | PA      | $2854696.14    | 0.00%             | 2029-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      12500000 | PA      | $13917223.59   | 0.01%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      17000000 | PA      | $21062347.99   | 0.02%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       7847000 | PA      | $9190197.47    | 0.01%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                       | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $501601.43     | 0.00%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      43652000 | PA      | $47844416.64   | 0.04%             | 2028-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3366959.40    | 0.00%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   35000000000 | PA      | $24591325.50   | 0.02%             | 2027-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      45000000 | PA      | $39385355.70   | 0.03%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Teranet Holdings LP                                                             | TERANET HOLDINGS               | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       1802000 | PA      | $1378729.21    | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $355556.59     | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                     | BC INV MAN                     | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7293556.74    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1261000 | PA      | $641097.86     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA PWR                | CUSIP: 66988ZAU3<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $671523.21     | 0.00%             | 2033-08-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |       5000000 | PA      | $3229429.30    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: AZ0185357<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5520643.96    | 0.00%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      63861000 | PA      | $40740704.46   | 0.03%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       2459000 | PA      | $2605646.68    | 0.00%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAC5<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        924000 | PA      | $664277.05     | 0.00%             | 2027-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       6367000 | PA      | $5269157.69    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      13142000 | PA      | $7539827.44    | 0.01%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      13933000 | PA      | $15334074.58   | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2087107.89    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      63975000 | PA      | $45984972.74   | 0.03%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                 | NIE FINANCE                    | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2774752.79    | 0.00%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     118293000 | PA      | $138082601.91  | 0.10%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |       2500000 | PA      | $2583926.18    | 0.00%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       6500000 | PA      | $4625541.11    | 0.00%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      20993000 | PA      | $18283054.64   | 0.01%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       1006400 | PA      | $447704.05     | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16283200000 | PA      | $88414246.97   | 0.07%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11209253.58   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1329396.53    | 0.00%             | 2038-11-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      40000000 | PA      | $46417425.30   | 0.03%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13134600000 | PA      | $74989872.67   | 0.06%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3486443.68    | 0.00%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $75032.07      | 0.00%             | 2041-05-28      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $12050434.20   | 0.01%             | 2034-05-14      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       6455000 | PA      | $7360559.80    | 0.01%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $9356077.24    | 0.01%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       2457000 | PA      | $2630906.12    | 0.00%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |        922000 | PA      | $575954.44     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $11361960.71   | 0.01%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      16200000 | PA      | $14595018.64   | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     114078000 | PA      | $135450167.69  | 0.10%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 PLC                                                    | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |       4658157 | PA      | $6203299.74    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       6100000 | PA      | $3874339.42    | 0.00%             | 2030-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      61038093 | PA      | $47719060.56   | 0.04%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      75000000 | PA      | $85832348.78   | 0.06%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       2800000 | PA      | $3237034.97    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1300000000 | PA      | $7808204.40    | 0.01%             | 2031-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3700000 | PA      | $3899637.24    | 0.00%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2639720.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       7400000 | PA      | $7210124.90    | 0.01%             | 2034-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: ZQ5980433<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $4374185.36    | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |       3000000 | PA      | $3547753.49    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       5296000 | PA      | $4850704.07    | 0.00%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90842000 | PA      | $107641643.47  | 0.08%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $31713292.45   | 0.02%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      22687000 | PA      | $15822213.78   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11773628.75   | 0.01%             | 2028-06-11      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11427100000 | PA      | $63140114.42   | 0.05%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                  | HOSP SICK CHILDR               | CUSIP: 44107DAB7<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |       1381000 | PA      | $774766.25     | 0.00%             | 2057-12-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2925550000 | PA      | $19612491.58   | 0.01%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      15431000 | PA      | $16995858.27   | 0.01%             | 2027-11-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBN5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       2086000 | PA      | $2334960.00    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       6300000 | PA      | $7353902.19    | 0.01%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     177411000 | PA      | $191636746.08  | 0.14%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      14700000 | PA      | $4407558.22    | 0.00%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      13900000 | PA      | $16044171.84   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MAY9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       1727000 | PA      | $1187149.93    | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     108718000 | PA      | $62569947.63   | 0.05%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1007350000 | PA      | $6694339.16    | 0.01%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $6923595.99    | 0.01%             | 2032-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   31000000000 | PA      | $193909093.50  | 0.14%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $7223441.21    | 0.01%             | 2041-03-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3112658.98    | 0.00%             | 2031-05-18      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       4800000 | PA      | $6271711.03    | 0.00%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |         51000 | PA      | $61622.01      | 0.00%             | 2033-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11877711.90   | 0.01%             | 2031-08-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | COASTAL GASLINK                | CUSIP: 19046FAS1<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3529070.34    | 0.00%             | 2042-09-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1913000 | PA      | $1891180.89    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KBC Bank NV                                                                     | KBC BANK NV                    | CUSIP: N/A<br>LEI: 6B2PBRV1FCJDMR45RZ53       | Long             | DBT              | CORP              | BE        |       3700000 | PA      | $4139054.45    | 0.00%             | 2027-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       5286000 | PA      | $5530369.49    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2290000 | PA      | $1648556.56    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     205000000 | PA      | $29398358.52   | 0.02%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $140261.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3506928.30    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      14600000 | PA      | $17284881.31   | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       7592000 | PA      | $8413051.50    | 0.01%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1900000 | PA      | $1265253.02    | 0.00%             | 2031-01-16      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7981850000 | PA      | $49969416.08   | 0.04%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                               | BUREAU VERITAS                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5740920.00    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10300000 | PA      | $12236034.24   | 0.01%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     343525000 | PA      | $82772767.08   | 0.06%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      12100000 | PA      | $9616046.99    | 0.01%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |       8300000 | PA      | $5049164.59    | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       9380000 | PA      | $4773801.71    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      12500000 | PA      | $14717200.19   | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       4240000 | PA      | $2939321.69    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11343450.53   | 0.01%             | 2032-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      36715000 | PA      | $41161870.28   | 0.03%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       9669000 | PA      | $6900764.37    | 0.01%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2329000 | PA      | $1282880.05    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      43106000 | PA      | $19048945.71   | 0.01%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   30000000000 | PA      | $20829355.33   | 0.02%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       2213000 | PA      | $1602178.08    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2619827.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5792650000 | PA      | $38971089.36   | 0.03%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      10455000 | PA      | $12197882.29   | 0.01%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $5461350.04    | 0.00%             | 2029-08-18      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $141158.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12699168.13   | 0.01%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      22395000 | PA      | $24586383.46   | 0.02%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                      | UNITED UTIL WAT                | CUSIP: ED8138619<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7677326.99    | 0.01%             | 2035-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                               | AUSTRIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |       8000000 | PA      | $9922226.78    | 0.01%             | 2040-05-22      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       8000000 | PA      | $5267886.76    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       8313000 | PA      | $5688648.93    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       6980000 | PA      | $4925609.25    | 0.00%             | 2038-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3413000 | PA      | $3799984.30    | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $3401990.12    | 0.00%             | 2034-11-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       3786000 | PA      | $4094636.98    | 0.00%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp                                              | ONTARIO HYDRO                  | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |       1600000 | PA      | $959163.92     | 0.00%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3530200000 | PA      | $23518446.21   | 0.02%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      15230000 | PA      | $18559369.79   | 0.01%             | 2031-09-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                  | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2197459.79    | 0.00%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $44552912.85   | 0.03%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1924000 | PA      | $1434819.43    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                     | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3483733.34    | 0.00%             | 2030-10-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                      | SANDVIK AB                     | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $8039844.12    | 0.01%             | 2027-06-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      19775000 | PA      | $13684453.68   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10557150000 | PA      | $67653061.49   | 0.05%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $14833881.80   | 0.01%             | 2031-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       1872000 | PA      | $1251273.07    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9194911.74    | 0.01%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5815637.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3728506.76    | 0.00%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       2863000 | PA      | $3243025.28    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-92247.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $5233202.89    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | TELEFONICA EUROP               | CUSIP: EC8511957<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |       3152000 | PA      | $4238001.39    | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                      | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |       2008000 | PA      | $2364921.17    | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3432560.52    | 0.00%             | 2029-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13319488.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       2926000 | PA      | $3145452.20    | 0.00%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6000000000 | PA      | $37157126.73   | 0.03%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     104734000 | PA      | $107498079.14  | 0.08%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |       8000000 | PA      | $825872.25     | 0.00%             | 2028-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                     | HITACHI LTD                    | CUSIP: ZP8217132<br>LEI: 549300T6IPOCDWLKC615 | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1231257.93    | 0.00%             | 2030-03-12      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7196611.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                 | VOLKSWAGEN AUST                | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3292543.73    | 0.00%             | 2027-02-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      13500000 | PA      | $15274519.75   | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      12014000 | PA      | $12452580.81   | 0.01%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     779080000 | PA      | $32382185.90   | 0.02%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5793100.47    | 0.00%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      65000000 | PA      | $75519286.72   | 0.06%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      47631000 | PA      | $33942538.98   | 0.03%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       8471000 | PA      | $6133663.53    | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                       | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1868784.99    | 0.00%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       3475000 | PA      | $2391871.33    | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   96500000000 | PA      | $69228459.94   | 0.05%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                     | PANDORA A/S                    | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | DBT              | CORP              | DK        |      11535000 | PA      | $13824396.33   | 0.01%             | 2028-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      87373000 | PA      | $97528505.17   | 0.07%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      26500000 | PA      | $30657831.51   | 0.02%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                             | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8157029.32    | 0.01%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: EH0065126<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       1956000 | PA      | $2771919.87    | 0.00%             | 2031-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                 | SONY GROUP CORP                | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |     100000000 | PA      | $639718.90     | 0.00%             | 2027-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 2 PLC                                                    | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138008F9VZUZWUBZD27       | Long             | DBT              | CORP              | GB        |       1360685 | PA      | $1854280.06    | 0.00%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $57673.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6000000000 | PA      | $38076546.62   | 0.03%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      12100000 | PA      | $13943025.23   | 0.01%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3620450.18    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      90000000 | PA      | $104242601.72  | 0.08%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $10900970.76   | 0.01%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     160000000 | PA      | $27449338.99   | 0.02%             | 2040-08-03      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: AL4994599<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5502505.12    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                           | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |       2096000 | PA      | $2257750.08    | 0.00%             | 2029-07-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       1131437 | PA      | $1154783.77    | 0.00%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       4150000 | PA      | $2973901.75    | 0.00%             | 2055-12-17      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       8700000 | PA      | $10846680.19   | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       7518000 | PA      | $4960085.70    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: AN7626491<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $5121258.84    | 0.00%             | 2027-06-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      16299000 | PA      | $18742106.56   | 0.01%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $2081503.86    | 0.00%             | 2042-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                      | DREAM SUMMIT IND               | CUSIP: 26154EAD0<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       2504000 | PA      | $1748666.63    | 0.00%             | 2028-07-14      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: BJ1875167<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4027405.41    | 0.00%             | 2033-05-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6917869.99    | 0.01%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5059.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                   | HAMMERSON PLC                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |       3400000 | PA      | $4480386.81    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $10079586.70   | 0.01%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      72766000 | PA      | $75372099.51   | 0.06%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      74500000 | PA      | $456445.27     | 0.00%             | 2030-08-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $5689907.17    | 0.00%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17385816.18   | 0.01%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                      | CLOSE BROTHERS                 | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5530881.79    | 0.00%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                           | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $8722035.66    | 0.01%             | 2037-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      83324000 | PA      | $26238243.72   | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4293689.28    | 0.00%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBD1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2505000 | PA      | $1751398.37    | 0.00%             | 2041-09-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                  | FCC AQUALIA SA                 | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |       1893000 | PA      | $2185791.77    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5540536.90    | 0.00%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $16484250.77   | 0.01%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      20662000 | PA      | $12917270.15   | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       2102000 | PA      | $2114565.00    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1121450000 | PA      | $7768539.06    | 0.01%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      16370000 | PA      | $20108143.15   | 0.02%             | 2035-12-11      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      18000000 | PA      | $20817853.17   | 0.02%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $8688883.31    | 0.01%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13025188.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brisa-Concessao Rodoviaria SA                                                   | BCR-BRISA CONCES               | CUSIP: N/A<br>LEI: 529900O4HQ501ZCXL896       | Long             | DBT              | CORP              | PT        |       6500000 | PA      | $7504057.85    | 0.01%             | 2027-05-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      20000000 | PA      | $22827960.06   | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       6200000 | PA      | $7147450.12    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: EH6206096<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       3184000 | PA      | $4639650.53    | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5444000 | PA      | $6311218.13    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    1039370000 | PA      | $51253724.80   | 0.04%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10381523.02   | 0.01%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       2700000 | PA      | $3156387.59    | 0.00%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       1510000 | PA      | $1896560.79    | 0.00%             | 2028-08-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      10635000 | PA      | $13124572.10   | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5749456.46    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       4300000 | PA      | $4779962.94    | 0.00%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       3728000 | PA      | $3980956.61    | 0.00%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBB8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       1250000 | PA      | $818230.28     | 0.00%             | 2046-01-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                         | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |       5750000 | PA      | $5657933.44    | 0.00%             | 2031-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $9729333.56    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      12099000 | PA      | $12982808.29   | 0.01%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      35000000 | PA      | $38006531.49   | 0.03%             | 2028-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   23135000000 | PA      | $23850843.61   | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       6300000 | PA      | $7621709.89    | 0.01%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  107000000000 | PA      | $81186252.82   | 0.06%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8420812.83    | 0.01%             | 2028-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $10095191.37   | 0.01%             | 2030-11-14      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       4500000 | PA      | $6735503.46    | 0.01%             | 2033-09-07      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBL6<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2177000 | PA      | $1397345.29    | 0.00%             | 2048-11-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       7400000 | PA      | $7577934.50    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $12452225.94   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $630594.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |        687000 | PA      | $448846.34     | 0.00%             | 2050-03-21      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $9041397.71    | 0.01%             | 2030-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JU6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       2235000 | PA      | $2543426.63    | 0.00%             | 2027-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC               | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       4771000 | PA      | $5316837.31    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      11277000 | PA      | $9699606.15    | 0.01%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      13042000 | PA      | $14190473.08   | 0.01%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      17269000 | PA      | $17874316.50   | 0.01%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      16347000 | PA      | $18689253.62   | 0.01%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       7300000 | PA      | $8341028.71    | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                             | BRITISH COL FER                | CUSIP: 110574AH3<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       2746000 | PA      | $1975881.85    | 0.00%             | 2043-10-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      23130000 | PA      | $16435793.26   | 0.01%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12947050000 | PA      | $65844104.22   | 0.05%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                           | EVERSHOLT FUNDNG               | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |        613429 | PA      | $859613.69     | 0.00%             | 2035-02-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13303138.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $5927436.36    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                    | ALIMEN COUCHE                  | CUSIP: 01626PAT3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3717739.47    | 0.00%             | 2029-01-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      19400000 | PA      | $21450203.74   | 0.02%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      18500000 | PA      | $20697400.37   | 0.02%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      13005000 | PA      | $9193738.97    | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       8200000 | PA      | $8527369.19    | 0.01%             | 2030-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4816143.09    | 0.00%             | 2033-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                  | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |      12800000 | PA      | $13261865.59   | 0.01%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6828123.42    | 0.01%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1856860.53    | 0.00%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                 | BROOKFIELD ASSET               | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1600099.68    | 0.00%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10156302.81   | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $9344340.08    | 0.01%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       2196000 | PA      | $2890375.25    | 0.00%             | 2026-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                              | RABOBANK UA/AU                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       8300000 | PA      | $5550861.07    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BC2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        452000 | PA      | $518238.52     | 0.00%             | 2033-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      17000000 | PA      | $21400346.95   | 0.02%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3075759.94    | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                   | CALGARY AIRPORT                | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       3019000 | PA      | $1974035.96    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $610865.64     | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |       5535000 | PA      | $6490557.97    | 0.00%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3940827.27    | 0.00%             | 2028-01-14      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     156114000 | PA      | $177633186.09  | 0.13%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       5457000 | PA      | $6831531.93    | 0.01%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-379922.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1638000 | PA      | $1072618.76    | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10772172.15   | 0.01%             | 2029-02-16      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                              | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3241892.26    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     372642000 | PA      | $410107647.61  | 0.31%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       4514000 | PA      | $3376954.44    | 0.00%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       2737000 | PA      | $2798288.05    | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAW0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $924258.91     | 0.00%             | 2046-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: AN6324528<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      26655000 | PA      | $27494868.18   | 0.02%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $11022523.17   | 0.01%             | 2028-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       4642000 | PA      | $4856169.59    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: EK5348413<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       5600000 | PA      | $6505656.05    | 0.00%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 92157WAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1026000 | PA      | $553412.28     | 0.00%             | 2049-10-18      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     125000000 | PA      | $18589751.38   | 0.01%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      17000000 | PA      | $20490793.67   | 0.02%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                              | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2644332.24    | 0.00%             | 2035-10-07      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      16000000 | PA      | $11521982.67   | 0.01%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1550817.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Plus M25 Issuer PLC                                                     | CONNECT PLUS                   | CUSIP: AT6477711<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |        992843 | PA      | $1092846.35    | 0.00%             | 2039-03-31      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $869918.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       6000000 | PA      | $7443192.10    | 0.01%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $5992866.78    | 0.00%             | 2032-06-25      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                                                | H&R REAL ESTATE                | CUSIP: 403925BD1<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              | CORP              | CA        |       1452000 | PA      | $1030341.60    | 0.00%             | 2027-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1661214.82    | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $8924282.42    | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1565881.00    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      14000000 | PA      | $14829485.71   | 0.01%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Cambridge II Inc                                                        | IVANHOE CAMB II                | CUSIP: 46578WAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $898760.86     | 0.00%             | 2028-06-02      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                          | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6960100.56    | 0.01%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                           | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      14900000 | PA      | $15406360.52   | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      15000000 | PA      | $8661131.58    | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |       3430000 | PA      | $350637.18     | 0.00%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      15000000 | PA      | $10900555.77   | 0.01%             | 2030-12-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3454456.20    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      13508000 | PA      | $17303460.80   | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | ATHORA HOLDING L               | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |       3300000 | PA      | $4120872.94    | 0.00%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $3731081.74    | 0.00%             | 2041-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                       | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |      29000000 | PA      | $36625477.14   | 0.03%             | 2032-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |        953000 | PA      | $538477.79     | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AC8<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $529344.41     | 0.00%             | 2052-04-23      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                      | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       2200000 | PA      | $2490252.64    | 0.00%             | 2028-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $23391267.06   | 0.02%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                  | CUSIP: AX7292508<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |       2737000 | PA      | $3038581.20    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11772778.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $6612446.36    | 0.00%             | 2030-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      53737000 | PA      | $54605255.73   | 0.04%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ITM Entreprises SASU                                                            | ITM ENTREPRISES                | CUSIP: N/A<br>LEI: 969500LMMR83QL6TLK43       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3113290.52    | 0.00%             | 2029-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      49735000 | PA      | $35524860.69   | 0.03%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |        800000 | PA      | $840615.88     | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |      57140000 | PA      | $2480295.00    | 0.00%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                             | BRITISH COL FER                | CUSIP: 110574AJ9<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $341480.34     | 0.00%             | 2044-04-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1250011.94    | 0.00%             | 2035-01-25      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      58000000 | PA      | $31441076.04   | 0.02%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     250000000 | PA      | $26640877.87   | 0.02%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $5256742.35    | 0.00%             | 2037-05-17      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $2952043.44    | 0.00%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       3000000 | PA      | $2339389.05    | 0.00%             | 2040-06-22      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13286116.20   | 0.01%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12545950000 | PA      | $39253437.19   | 0.03%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       9800000 | PA      | $11031117.33   | 0.01%             | 2079-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      15409000 | PA      | $17367133.32   | 0.01%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4852440.51    | 0.00%             | 2030-05-03      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       3937000 | PA      | $4625869.04    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       5826000 | PA      | $6414749.91    | 0.00%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      12218000 | PA      | $13783636.96   | 0.01%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      13500000 | PA      | $15223927.00   | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZS5858635<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1500000000 | PA      | $9364672.96    | 0.01%             | 2029-05-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       1393000 | PA      | $975143.90     | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       4550000 | PA      | $3451478.41    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     967920000 | PA      | $90941750.00   | 0.07%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       8823000 | PA      | $9890881.12    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      10600000 | PA      | $12575025.02   | 0.01%             | 2029-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68798000 | PA      | $17241120.49   | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      25950669 | PA      | $24537920.35   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $4376309.37    | 0.00%             | 2027-11-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       9525000 | PA      | $11031421.98   | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                          | CUSIP: AR3869641<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              | CORP              | FR        |        300000 | PA      | $337922.68     | 0.00%             | 2028-02-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $12465556.51   | 0.01%             | 2034-02-28      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       8535000 | PA      | $5242226.12    | 0.00%             | 2028-03-02      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       2789000 | PA      | $3496901.17    | 0.00%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                    | CCF SFH SACA                   | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |       8800000 | PA      | $10152065.06   | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $3585383.73    | 0.00%             | 2034-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     130000000 | PA      | $150669461.46  | 0.11%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     329760000 | PA      | $433098466.19  | 0.32%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       2322000 | PA      | $2708528.21    | 0.00%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11659160.23   | 0.01%             | 2030-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       8146000 | PA      | $9477201.15    | 0.01%             | 2031-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       3200000 | PA      | $4123445.52    | 0.00%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       9610000 | PA      | $12330638.12   | 0.01%             | 2028-09-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       3299000 | PA      | $2231269.73    | 0.00%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4780000 | PA      | $3597157.30    | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      29000000 | PA      | $32595315.28   | 0.02%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2136658.42    | 0.00%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       2231000 | PA      | $2570486.34    | 0.00%             | 2027-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $486390.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      20500000 | PA      | $23300094.06   | 0.02%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZCD6<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1375975.47    | 0.00%             | 2052-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                       | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $5620039.91    | 0.00%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Saxon Weald Capital PLC                                                         | SAXON WEALD CAPI               | CUSIP: N/A<br>LEI: 213800UEFOLHAOF85L31       | Long             | DBT              | CORP              | GB        |        281000 | PA      | $361998.03     | 0.00%             | 2042-06-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                       | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4244002.42    | 0.00%             | 2048-09-07      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                         | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $3375351.05    | 0.00%             | 2051-09-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $4783811.84    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      38000000 | PA      | $43878387.12   | 0.03%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                              | SMITH & NEPHEW                 | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1224194.24    | 0.00%             | 2029-10-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       9534000 | PA      | $10378998.70   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                      | KOJAMO OYJ                     | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |       2000000 | PA      | $2281309.78    | 0.00%             | 2027-05-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      42643000 | PA      | $28201916.35   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      24380000 | PA      | $27071310.71   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     135000000 | PA      | $19644090.38   | 0.01%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1350000 | PA      | $813488.80     | 0.00%             | 2055-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      13165000 | PA      | $14173290.97   | 0.01%             | 2028-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5365000 | PA      | $4287004.38    | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23483143.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      16391000 | PA      | $10880747.94   | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       8800000 | PA      | $10407518.51   | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halifax International Airport Authority                                         | HALIFAX INTL APR               | CUSIP: 405819AA1<br>LEI: 549300HTRXRRF1Q19S90 | Long             | DBT              | CORP              | CA        |         52000 | PA      | $39304.50      | 0.00%             | 2041-07-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSK Capital BV                                                                  | GSK CAPITAL BV                 | CUSIP: N/A<br>LEI: 549300ZGXDBU2ZV6RP76       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $16274827.74   | 0.01%             | 2032-11-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      26400000 | PA      | $28628818.19   | 0.02%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6304223.54    | 0.00%             | 2033-10-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |       4000000 | PA      | $4706764.44    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     148219000 | PA      | $196243977.92  | 0.15%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                         | M&G PLC                        | CUSIP: AU5739886<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       2100000 | PA      | $2589640.44    | 0.00%             | 2068-10-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFLD REN ENG               | CUSIP: 11282ZAL2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       1910000 | PA      | $1370520.30    | 0.00%             | 2027-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       2939000 | PA      | $1824053.98    | 0.00%             | 2048-06-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       6898000 | PA      | $4932978.63    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $901017.29     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2694735.33    | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $641842.52     | 0.00%             | 2027-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10942400000 | PA      | $67684108.34   | 0.05%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAS8<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       5250000 | PA      | $3916867.21    | 0.00%             | 2031-09-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                              | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |       8950000 | PA      | $9840498.00    | 0.01%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4148433.20    | 0.00%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                       | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |       5600000 | PA      | $5982600.84    | 0.00%             | 2031-12-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      47379000 | PA      | $55767213.83   | 0.04%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $5431966.77    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $53438.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       3500000 | PA      | $4147158.26    | 0.00%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                   | DREAM IND REIT                 | CUSIP: 26153WAJ8<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |        300000 | PA      | $223679.58     | 0.00%             | 2028-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   82900000000 | PA      | $65104501.84   | 0.05%             | 2053-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $4295455.47    | 0.00%             | 2028-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     164005000 | PA      | $29725331.91   | 0.02%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW FINANCE                | CUSIP: BJ1619474<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      11216000 | PA      | $12792380.34   | 0.01%             | 2026-11-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       4401000 | PA      | $4998110.66    | 0.00%             | 2027-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                  | CUSIP: 87262KAH8<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2661961.93    | 0.00%             | 2032-02-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                 | ADECCO GROUP AG                | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | DBT              | CORP              | CH        |       2125000 | PA      | $2728768.01    | 0.00%             | 2027-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $18993911.70   | 0.01%             | 2029-02-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       2491000 | PA      | $1738322.30    | 0.00%             | 2029-07-13      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       4913000 | PA      | $5343342.10    | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6072758.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REALTY               | CUSIP: 31943BBZ2<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1432738.23    | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2256699.32    | 0.00%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     213000000 | PA      | $1279787.51    | 0.00%             | 2031-09-19      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23745090.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      56116000 | PA      | $74758455.46   | 0.06%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Places Housing Group Ltd                                                  | GRT PL HSE GRP                 | CUSIP: N/A<br>LEI: 213800PI2FGITU4W2A31       | Long             | DBT              | CORP              | GB        |       2955000 | PA      | $3454145.69    | 0.00%             | 2042-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       6571000 | PA      | $6317021.19    | 0.00%             | 2033-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     100404000 | PA      | $29029747.53   | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       2404000 | PA      | $2263596.03    | 0.00%             | 2038-11-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      35000000 | PA      | $18124668.35   | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                             | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |       2500000 | PA      | $2553433.98    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14657693.93   | 0.01%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  978735000000 | PA      | $62711182.72   | 0.05%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1522670.56    | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16326800000 | PA      | $83048480.81   | 0.06%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |        574000 | PA      | $761571.05     | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-196830.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAA4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1046235.75    | 0.00%             | 2029-08-09      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                           | IG GROUP                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2500720.56    | 0.00%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $6584026.84    | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12755238.47   | 0.01%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                         | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      18000000 | PA      | $20995032.31   | 0.02%             | 2026-11-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4556565.38    | 0.00%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      11139000 | PA      | $13176516.70   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                                                 | SIMON INTL FIN S               | CUSIP: N/A<br>LEI: 549300KMCOJGU910PF77       | Long             | DBT              | CORP              | LU        |       4679000 | PA      | $4558351.93    | 0.00%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8485000 | PA      | $10542940.41   | 0.01%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       7079000 | PA      | $8060095.16    | 0.01%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-169455.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     114810000 | PA      | $155883537.34  | 0.12%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       2430000 | PA      | $1618991.23    | 0.00%             | 2045-08-28      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $22259.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12045111.27   | 0.01%             | 2029-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |       7964000 | PA      | $9382746.36    | 0.01%             | 2028-12-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       4000000 | PA      | $4653489.88    | 0.00%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138981000 | PA      | $176781705.31  | 0.13%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     664400000 | PA      | $4205154.49    | 0.00%             | 2028-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058JK0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       2649000 | PA      | $1832195.19    | 0.00%             | 2027-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                           | BNP PARIBAS FORT               | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5565331.05    | 0.00%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2083049.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  635731000000 | PA      | $38383771.04   | 0.03%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1154947.75    | 0.00%             | 2029-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $6859813.14    | 0.01%             | 2032-09-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Euroclear Bank SA                                                               | EUROCLEAR BANK                 | CUSIP: N/A<br>LEI: 549300OZ46BRLZ8Y6F65       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5888973.29    | 0.00%             | 2027-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12255792.53   | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      36000000 | PA      | $39152820.65   | 0.03%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4590211.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       9045000 | PA      | $9835944.10    | 0.01%             | 2040-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                   | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |       6500000 | PA      | $7629351.08    | 0.01%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AP2<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       1407000 | PA      | $988384.32     | 0.00%             | 2028-05-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4462000 | PA      | $3075469.49    | 0.00%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      58779000 | PA      | $68609583.58   | 0.05%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1720000 | PA      | $2159888.69    | 0.00%             | 2031-05-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13877150000 | PA      | $74301039.95   | 0.06%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                        | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $1462504.20    | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAN9<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1466000 | PA      | $985865.48     | 0.00%             | 2032-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |       5200000 | PA      | $5578090.06    | 0.00%             | 2030-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       5751000 | PA      | $6610028.47    | 0.00%             | 2029-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $86241.06      | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Concordia University/Canada                                                     | CONCORDIA UNIVER               | CUSIP: 20660ECF3<br>LEI: 549300E8W5FF47NHST07 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1260551.51    | 0.00%             | 2042-09-02      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823ZAD4<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1460000 | PA      | $1098804.61    | 0.00%             | 2042-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      73786000 | PA      | $41398465.32   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4546067.50    | 0.00%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       6900000 | PA      | $9205548.10    | 0.01%             | 2036-06-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      12600000 | PA      | $9661986.88    | 0.01%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3766800000 | PA      | $22631809.92   | 0.02%             | 2032-04-23      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       7400000 | PA      | $7597653.25    | 0.01%             | 2031-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      66309000 | PA      | $70028074.86   | 0.05%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2091683.07    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       1455000 | PA      | $1737829.39    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       4587000 | PA      | $5155236.63    | 0.00%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                 | J SAINSBURY PLC                | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $4031352.49    | 0.00%             | 2035-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      11400000 | PA      | $12577328.71   | 0.01%             | 2028-03-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5029200000 | PA      | $28641422.90   | 0.02%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       1535000 | PA      | $1087426.15    | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                  | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       6366000 | PA      | $7932217.35    | 0.01%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     131154000 | PA      | $37244049.06   | 0.03%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       2600000 | PA      | $1932028.66    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |        800000 | PA      | $967811.68     | 0.00%             | 2031-11-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3638372.59    | 0.00%             | 2031-04-23      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8103546.13    | 0.01%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                         | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      22454000 | PA      | $22884610.37   | 0.02%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5749453.07    | 0.00%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      16700000 | PA      | $18397280.05   | 0.01%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      13000000 | PA      | $15155961.28   | 0.01%             | 2031-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                            | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $947856.59     | 0.00%             | 2047-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      15000000 | PA      | $17338257.26   | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4235898.61    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                        | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       3420000 | PA      | $4193157.25    | 0.00%             | 2030-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |        390000 | PA      | $255619.61     | 0.00%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9170331.71    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| University of Oxford                                                            | OXFORD UNIVERSIT               | CUSIP: N/A<br>LEI: 5493009OEHU6YS545T65       | Long             | DBT              | CORP              | GB        |       4459000 | PA      | $2777095.87    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1143400000 | PA      | $7323851.31    | 0.01%             | 2027-04-30      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                      | EDF NRG NET EPN                | CUSIP: EI0420253<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8493904.56    | 0.01%             | 2036-11-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      36308000 | PA      | $14156221.77   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6139437.46    | 0.00%             | 2079-12-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3499102.14    | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4280328.64    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  970000000000 | PA      | $61783902.10   | 0.05%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-158700.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                       | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $5592419.48    | 0.00%             | 2027-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      46050000 | PA      | $31375266.48   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $5928488.54    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAN2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2077568.38    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                    | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       4324000 | PA      | $5028270.44    | 0.00%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5442991.66    | 0.00%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      22000000 | PA      | $27726847.76   | 0.02%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14964950000 | PA      | $81824813.90   | 0.06%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      42399000 | PA      | $20906468.12   | 0.02%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     115722000 | PA      | $27797598.75   | 0.02%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1191482.32    | 0.00%             | 2031-09-19      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      24000000 | PA      | $29280602.51   | 0.02%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $92708695.36   | 0.07%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      34187000 | PA      | $14474969.09   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      48904000 | PA      | $63177949.34   | 0.05%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      17167000 | PA      | $7321714.25    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6450686.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: AT9465242<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2170572.97    | 0.00%             | 2038-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6218881.60    | 0.00%             | 2027-11-15      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | CHUBB INA HLDGS                | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       4535000 | PA      | $5112157.30    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      26405000 | PA      | $21365391.93   | 0.02%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $7719124.08    | 0.01%             | 2033-06-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $6906597.83    | 0.01%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       7696000 | PA      | $5330908.99    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $4423975.93    | 0.00%             | 2034-09-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      44522000 | PA      | $50834005.47   | 0.04%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      65604000 | PA      | $65844247.39   | 0.05%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8118536.69    | 0.01%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                      | ENMAX CORP                     | CUSIP: 293365AD4<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $763700.05     | 0.00%             | 2028-06-05      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7492600000 | PA      | $47783432.97   | 0.04%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      22287000 | PA      | $25181613.16   | 0.02%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-634022.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       7400000 | PA      | $4956158.80    | 0.00%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                    | OMNICOM FIN HOL                | CUSIP: 68217VAA5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       6896000 | PA      | $7735208.36    | 0.01%             | 2027-07-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      35000000 | PA      | $40465200.34   | 0.03%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC               | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       2434000 | PA      | $2710382.89    | 0.00%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       3752000 | PA      | $4895515.44    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FQ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       5550000 | PA      | $4166997.22    | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      72178778 | PA      | $71980811.04   | 0.05%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $556452.18     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       8492000 | PA      | $8878892.51    | 0.01%             | 2036-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       3154000 | PA      | $3617752.87    | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9616427.57    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8174107.33    | 0.01%             | 2027-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      13275000 | PA      | $17845979.63   | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |       5700000 | PA      | $6239977.90    | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  123256700000 | PA      | $78492340.78   | 0.06%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOILHYDRO ASA               | CUSIP: EH7469180<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       3477000 | PA      | $5101216.67    | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                    | FORD CRED CANADA               | CUSIP: 34527ACX6<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1839589.32    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     158588000 | PA      | $166441228.71  | 0.12%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $126231.22     | 0.00%             | 2033-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       5400000 | PA      | $5161867.22    | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $11242102.16   | 0.01%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16801350000 | PA      | $82483824.44   | 0.06%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       9100000 | PA      | $9864536.95    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                               | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $2942368.93    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                     | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       1500000 | PA      | $1825102.47    | 0.00%             | 2029-08-02      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       1892000 | PA      | $1906828.45    | 0.00%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6217000 | PA      | $7208917.65    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      10500000 | PA      | $7811285.80    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5893400000 | PA      | $37378255.65   | 0.03%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAL5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       3489000 | PA      | $4002882.36    | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8141784.60    | 0.01%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3171000 | PA      | $2620367.40    | 0.00%             | 2037-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     125550000 | PA      | $30407088.80   | 0.02%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12973413.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13431833.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $598339.17     | 0.00%             | 2031-12-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $165781.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15326450000 | PA      | $85973627.29   | 0.06%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                            | MMS USA INV INC                | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |       3300000 | PA      | $3553256.40    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                      | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2329469.11    | 0.00%             | 2032-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $50165608.70   | 0.04%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Power Finance Ltd                                                     | YORKSHIRE POWER                | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |       1651000 | PA      | $2305683.60    | 0.00%             | 2028-08-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3645533.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                              | SAGE GROUP                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |       5392000 | PA      | $6117002.22    | 0.00%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      44210000 | PA      | $58271076.31   | 0.04%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5784430.23    | 0.00%             | 2032-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      71781000 | PA      | $86221535.23   | 0.06%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       9568000 | PA      | $6865443.00    | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      45000000 | PA      | $29376914.73   | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      86212000 | PA      | $47601820.16   | 0.04%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       7204000 | PA      | $3886645.70    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       2760000 | PA      | $2389632.83    | 0.00%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      35964000 | PA      | $22991199.40   | 0.02%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty Ltd                                                   | SGSP AUSTRALIA                 | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $1217837.26    | 0.00%             | 2028-09-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5742451.29    | 0.00%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: ZR7444998<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       9200000 | PA      | $10157667.82   | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1732978000 | PA      | $53346486.60   | 0.04%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     100000000 | PA      | $116451244.06  | 0.09%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       6763000 | PA      | $8592857.64    | 0.01%             | 2026-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  318879000000 | PA      | $20802015.00   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      60000000 | PA      | $13415578.68   | 0.01%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $367712.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: AT8301604<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |       4700000 | PA      | $5362469.18    | 0.00%             | 2027-02-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3901755.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                            | POWER CORP                     | CUSIP: 739239AD3<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $787969.32     | 0.00%             | 2047-01-31      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4791097.85    | 0.00%             | 2032-07-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2286446.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      15350000 | PA      | $17716942.10   | 0.01%             | 2028-10-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058HF3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |        886000 | PA      | $612831.83     | 0.00%             | 2029-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12383943.12   | 0.01%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $218869.80     | 0.00%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1200000 | PA      | $896835.54     | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3022288.79    | 0.00%             | 2031-09-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1696000 | PA      | $1492934.16    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAF8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3732000 | PA      | $2699130.72    | 0.00%             | 2028-10-23      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      57995000 | PA      | $42756651.08   | 0.03%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3464000 | PA      | $3307989.32    | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       8602900 | PA      | $3833223.68    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Infrastructure Bond Programme                              | HK GOVT INFRA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     119250000 | PA      | $15642624.95   | 0.01%             | 2035-07-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $4971916.36    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7544288.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saitama Prefecture                                                              | SAITAMA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3359025.05    | 0.00%             | 2029-06-22      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Crosslinx Transit Solutions GP                                                  | CROSSLINX TRANSI               | CUSIP: 22766TAA2<br>LEI: 549300N3TR1FPECQEH46 | Long             | DBT              | CORP              | CA        |       1426301 | PA      | $978463.74     | 0.00%             | 2046-09-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       3462000 | PA      | $3954529.11    | 0.00%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                            | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |       9057000 | PA      | $9884460.78    | 0.01%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                                 | BABCOCK INTL GRP               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |        217000 | PA      | $245088.32     | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  706587000000 | PA      | $43527675.44   | 0.03%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5902099.67    | 0.00%             | 2037-06-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666CY5<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1467000 | PA      | $891754.01     | 0.00%             | 2053-01-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5708342.65    | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       9296000 | PA      | $2515001.50    | 0.00%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       4300000 | PA      | $5599973.71    | 0.00%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $3600315.24    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       1786000 | PA      | $2019415.63    | 0.00%             | 2026-11-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                      | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       5000000 | PA      | $6390242.93    | 0.00%             | 2040-03-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AR0<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        319000 | PA      | $221031.19     | 0.00%             | 2030-10-09      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11790228.06   | 0.01%             | 2032-09-19      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ontario School Boards Financing Corp                                            | ONT SCHOOL FIN                 | CUSIP: 683244AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         11948 | PA      | $8957.93       | 0.00%             | 2029-11-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       3920000 | PA      | $4950124.36    | 0.00%             | 2027-03-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11692418.79   | 0.01%             | 2034-02-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      15071000 | PA      | $8345293.72    | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      13652000 | PA      | $15291884.10   | 0.01%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Wrekin Housing Group Ltd/The                                                    | WREKIN HOUSING                 | CUSIP: ZQ0997739<br>LEI: 213800BWSUUOGZAGPM78 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $751973.77     | 0.00%             | 2048-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      65317000 | PA      | $81657437.74   | 0.06%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |       2523004 | PA      | $2532522.06    | 0.00%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1984259.97    | 0.00%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       4876000 | PA      | $5209900.50    | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18659000 | PA      | $16086376.66   | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       4712000 | PA      | $5385764.74    | 0.00%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       7210000 | PA      | $10215771.03   | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       7600000 | PA      | $4393332.19    | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      52612000 | PA      | $35884583.74   | 0.03%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |        589000 | PA      | $380938.40     | 0.00%             | 2027-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       4400000 | PA      | $3194240.32    | 0.00%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                | FAIR HYDRO                     | CUSIP: 30324RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3516000 | PA      | $2472129.42    | 0.00%             | 2033-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      15661000 | PA      | $17689215.08   | 0.01%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       7882000 | PA      | $9568662.38    | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |      48170000 | PA      | $2200292.10    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      12567000 | PA      | $13069055.10   | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2857446.87    | 0.00%             | 2028-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7874988.08    | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                         | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |       2981000 | PA      | $3213374.56    | 0.00%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7471471.91    | 0.01%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       6684000 | PA      | $7179117.67    | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $9286170.74    | 0.01%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2898000 | PA      | $1466183.65    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      68075000 | PA      | $52005188.95   | 0.04%             | 2034-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       5896000 | PA      | $7723788.74    | 0.01%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $10212288.92   | 0.01%             | 2028-08-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5925440.25    | 0.00%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       3950000 | PA      | $2823567.47    | 0.00%             | 2030-09-23      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       5854000 | PA      | $6677898.44    | 0.00%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $14467819.82   | 0.01%             | 2037-09-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                         | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |       3000000 | PA      | $3932408.84    | 0.00%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3823600.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       9590000 | PA      | $7296660.44    | 0.01%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167FX6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       5500000 | PA      | $3993475.67    | 0.00%             | 2028-05-24      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      76041431 | PA      | $100517112.08  | 0.08%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |        600000 | PA      | $590869.66     | 0.00%             | 2054-06-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      40560304 | PA      | $29880931.54   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Covivio SA/France                                                               | COVIVIO                        | CUSIP: AN9634006<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2271921.21    | 0.00%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     268000000 | PA      | $27675349.60   | 0.02%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       3275000 | PA      | $2317733.30    | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genfinance II PLC                                                               | GENFINANCE II                  | CUSIP: N/A<br>LEI: 2138006JJ7RJD7M6KV22       | Long             | DBT              | CORP              | GB        |       2863000 | PA      | $3851297.65    | 0.00%             | 2039-12-21      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      15100000 | PA      | $17963262.61   | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      18200000 | PA      | $15636061.58   | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       3890000 | PA      | $2825609.97    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       3409000 | PA      | $2429332.57    | 0.00%             | 2027-05-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAC6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       3031000 | PA      | $3029835.91    | 0.00%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                  | CUSIP: 87262KAE5<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1016846.29    | 0.00%             | 2028-06-05      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       8242000 | PA      | $9335572.72    | 0.01%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      28013000 | PA      | $33389533.72   | 0.02%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                 | CUSIP: 559222AW4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1053336.72    | 0.00%             | 2031-01-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG                    | CUSIP: EK7344915<br>LEI: 5493007HIVTX6SY6XD66 | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $3785109.41    | 0.00%             | 2035-05-11      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     211077364 | PA      | $220813068.56  | 0.17%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $13304551.11   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $28978257.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      56000000 | PA      | $65630886.41   | 0.05%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      56777476 | PA      | $68261033.12   | 0.05%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10700000 | PA      | $10088813.16   | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-185518.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4439000 | PA      | $4858499.90    | 0.00%             | 2031-05-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3799217.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                                         | ITV PLC                        | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5896473.58    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       4500000 | PA      | $5486596.24    | 0.00%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      10234000 | PA      | $12241197.73   | 0.01%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4400000 | PA      | $4735464.46    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       6644000 | PA      | $7572515.47    | 0.01%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBN9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        100000 | PA      | $67510.04      | 0.00%             | 2044-06-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     176965000 | PA      | $43565660.34   | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5950000000 | PA      | $36062810.62   | 0.03%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11610640.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      52187000 | PA      | $25061100.11   | 0.02%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Essity AB                                                                       | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |        822000 | PA      | $936899.66     | 0.00%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                           | OPTUS FINANCE                  | CUSIP: AZ1511791<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5377092.92    | 0.00%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                   | ML FINANCING TR                | CUSIP: 570344AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        983635 | PA      | $704762.27     | 0.00%             | 2052-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO TR&BK                 | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | DBT              | CORP              | JP        |       8868000 | PA      | $9748984.87    | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: ZS8039944<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10732730.42   | 0.01%             | 2029-05-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3821706.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5757000 | PA      | $6348069.85    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       4561000 | PA      | $5931358.77    | 0.00%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      47400000 | PA      | $47514155.65   | 0.04%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      33146000 | PA      | $34568479.89   | 0.03%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    9755340000 | PA      | $27271368.14   | 0.02%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      22500000 | PA      | $22864612.32   | 0.02%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       2900000 | PA      | $2924067.67    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      10630000 | PA      | $7103120.83    | 0.01%             | 2029-02-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12500000 | PA      | $15663785.34   | 0.01%             | 2034-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       4685000 | PA      | $5048684.41    | 0.00%             | 2030-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       3104000 | PA      | $1673191.55    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $219079.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     159688000 | PA      | $127534805.39  | 0.10%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19869994.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                              | UBS SWITZERLAND                | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      11000000 | PA      | $12878181.60   | 0.01%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $2891363.62    | 0.00%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                 | MITSUBISHI HEAVY               | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2399272.73    | 0.00%             | 2031-09-01      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       5598000 | PA      | $6681150.28    | 0.00%             | 2029-04-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      14513000 | PA      | $16589552.77   | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4106000 | PA      | $3558018.91    | 0.00%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $21268926.61   | 0.02%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1965000 | PA      | $2403013.71    | 0.00%             | 2037-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                          | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5429713.70    | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       9518000 | PA      | $10163303.13   | 0.01%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      12500000 | PA      | $14057665.35   | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                    | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |      34362000 | PA      | $34386750.64   | 0.03%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      61855000 | PA      | $34993330.08   | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     231904000 | PA      | $234199260.62  | 0.18%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      13000000 | PA      | $16181501.58   | 0.01%             | 2032-03-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5150000 | PA      | $6768803.39    | 0.01%             | 2034-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $47260.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10673770.99   | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       4791000 | PA      | $3396149.31    | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5205600000 | PA      | $32487797.97   | 0.02%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       4913000 | PA      | $5467237.11    | 0.00%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| McGill University                                                               | MCGILL UNIVERS                 | CUSIP: 78032CDA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         16000 | PA      | $13304.27      | 0.00%             | 2042-09-22      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       6567000 | PA      | $6902040.73    | 0.01%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      25000000 | PA      | $30315368.13   | 0.02%             | 2032-04-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12252541.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FD6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       2321000 | PA      | $2585972.76    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2584934.63    | 0.00%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |         50000 | PA      | $67499.28      | 0.00%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       7968000 | PA      | $8430757.26    | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       9681000 | PA      | $10757475.43   | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      13500000 | PA      | $16410811.17   | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12770000000 | PA      | $71322509.14   | 0.05%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      25261000 | PA      | $27347746.36   | 0.02%             | 2028-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       6900000 | PA      | $4450773.61    | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |       5252000 | PA      | $6587499.25    | 0.00%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      12411000 | PA      | $8915294.14    | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  760000000000 | PA      | $47862144.80   | 0.04%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1128350000 | PA      | $7799180.68    | 0.01%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       3429000 | PA      | $3629140.75    | 0.00%             | 2033-11-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   85000000000 | PA      | $60107304.79   | 0.04%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EM7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       5458000 | PA      | $3704417.82    | 0.00%             | 2031-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                         | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6168481.71    | 0.00%             | 2032-09-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      40825000 | PA      | $44835022.90   | 0.03%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $84091534.62   | 0.06%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5207282.21    | 0.00%             | 2029-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11414050000 | PA      | $73044394.80   | 0.05%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       4331000 | PA      | $4635426.42    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      22657000 | PA      | $30379395.27   | 0.02%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9369300000 | PA      | $60288177.71   | 0.05%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  180000000000 | PA      | $93219887.00   | 0.07%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       7545000 | PA      | $8132670.34    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      31800000 | PA      | $194019.64     | 0.00%             | 2030-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      27589000 | PA      | $31946483.81   | 0.02%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |        766000 | PA      | $902301.60     | 0.00%             | 2034-02-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1582071.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5690000 | PA      | $6183893.12    | 0.00%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       1000000 | PA      | $1199364.69    | 0.00%             | 2031-07-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      40000000 | PA      | $31881502.77   | 0.02%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                     | CAMECO CORP                    | CUSIP: 13321LAL2<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | DBT              | CORP              | CA        |       1578000 | PA      | $1124522.71    | 0.00%             | 2027-10-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17138550000 | PA      | $88057883.25   | 0.07%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | BADEN-WURTTEMBRG               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5514237.55    | 0.00%             | 2027-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                        | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |       2285000 | PA      | $2750676.28    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                 | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |       7886112 | PA      | $10121594.90   | 0.01%             | 2026-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10611801.75   | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      78943703 | PA      | $101733086.75  | 0.08%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5040590.00    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7400000 | PA      | $7922470.57    | 0.01%             | 2042-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       3613000 | PA      | $2411917.26    | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2369653.72    | 0.00%             | 2038-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      20732000 | PA      | $17744283.11   | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        552000 | PA      | $618281.59     | 0.00%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: EI5261702<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |       7038000 | PA      | $341997.20     | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     108036000 | PA      | $133017315.43  | 0.10%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     602289000 | PA      | $20818551.89   | 0.02%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      60000000 | PA      | $36126864.39   | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                    | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |       3459000 | PA      | $3649718.14    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $11395357.36   | 0.01%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                            | WABTEC TRANSPORT               | CUSIP: N/A<br>LEI: 213800W8WKL7DR8NFE48       | Long             | DBT              | CORP              | NL        |       2757000 | PA      | $3088013.13    | 0.00%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      19000000 | PA      | $23849550.24   | 0.02%             | 2034-05-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1677000 | PA      | $927994.08     | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19092135.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North Battleford Power LP                                                       | NORTH BATTLEFORD               | CUSIP: 65746TAA6<br>LEI: 549300IV08NFYQXX8081 | Long             | DBT              | CORP              | CA        |       1468715 | PA      | $1087721.41    | 0.00%             | 2032-12-31      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       4424000 | PA      | $2880796.63    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11473242.38   | 0.01%             | 2030-08-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1849000 | PA      | $1614111.04    | 0.00%             | 2049-08-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       9800000 | PA      | $11126014.78   | 0.01%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $6131521.51    | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216BP4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       6412000 | PA      | $7280344.91    | 0.01%             | 2027-03-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $44287992.99   | 0.03%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     950000000 | PA      | $33187030.00   | 0.02%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       9000000 | PA      | $10945980.82   | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      35900000 | PA      | $37155572.67   | 0.03%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4388000 | PA      | $4544247.95    | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      10455000 | PA      | $6838274.91    | 0.01%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      29675000 | PA      | $25821983.27   | 0.02%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                           | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |      10200000 | PA      | $6014424.21    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |       8956000 | PA      | $9764894.97    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 136765BN3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2504000 | PA      | $1754283.24    | 0.00%             | 2027-12-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      13500000 | PA      | $16305786.82   | 0.01%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                 | CT REIT                        | CUSIP: 126462AE0<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |        654000 | PA      | $468434.24     | 0.00%             | 2027-06-16      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       1528000 | PA      | $2024693.89    | 0.00%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $4013520.49    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       4300000 | PA      | $4136363.62    | 0.00%             | 2033-01-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |        500000 | PA      | $493581.99     | 0.00%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12888600000 | PA      | $71844038.73   | 0.05%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                  | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6853691.82    | 0.01%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1050854.11    | 0.00%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      17500000 | PA      | $21485629.91   | 0.02%             | 2033-08-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-20888.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     155965000 | PA      | $103828621.03  | 0.08%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3436109.07    | 0.00%             | 2079-12-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       6681000 | PA      | $7157026.81    | 0.01%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6250031.70    | 0.00%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       6981000 | PA      | $7604060.16    | 0.01%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     149986902 | PA      | $155742532.05  | 0.12%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $8124420.27    | 0.01%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     251061000 | PA      | $294397632.60  | 0.22%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SKF AB                                                                          | SKF AB                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | DBT              | CORP              | SE        |       2845000 | PA      | $3024097.41    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      10449000 | PA      | $5866719.55    | 0.00%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      13400000 | PA      | $15401738.20   | 0.01%             | 2029-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6273511.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1090831.11    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                         | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |        400000 | PA      | $420661.48     | 0.00%             | 2030-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      13000000 | PA      | $15642810.58   | 0.01%             | 2030-02-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $33089021.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11121250000 | PA      | $68586172.55   | 0.05%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1678000 | PA      | $885788.15     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       5950000 | PA      | $8455375.30    | 0.01%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3423799.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     510000000 | PA      | $3225958.32    | 0.00%             | 2028-06-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     370000000 | PA      | $2286116.94    | 0.00%             | 2030-01-31      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5945172.47    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2413219.65    | 0.00%             | 2033-06-01      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DN7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       3356000 | PA      | $3034901.07    | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      25106000 | PA      | $29119885.00   | 0.02%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     155110000 | PA      | $111056437.58  | 0.08%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       1000000 | PA      | $1377519.05    | 0.00%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       6954000 | PA      | $8901079.39    | 0.01%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $993863.46     | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Merseylink Issuer PLC                                                           | MERSEYLINK PLC                 | CUSIP: N/A<br>LEI: 549300KCJFKMWJNEFT60       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $114871.41     | 0.00%             | 2043-03-31      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      54099000 | PA      | $30298365.21   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7223450000 | PA      | $48184550.30   | 0.04%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1500000 | PA      | $1058130.08    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      11000000 | PA      | $12711765.21   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       3975000 | PA      | $4566420.34    | 0.00%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      40463000 | PA      | $26962297.95   | 0.02%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2593732.86    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $70148365.45   | 0.05%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      28144000 | PA      | $35424787.14   | 0.03%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: EJ1023658<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $8635977.40    | 0.01%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |        100000 | PA      | $112516.74     | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       6428000 | PA      | $4439212.41    | 0.00%             | 2030-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448DH8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       1725000 | PA      | $1910235.80    | 0.00%             | 2028-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     129970000 | PA      | $125045822.58  | 0.09%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Greene King Finance PLC                                                         | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |        159267 | PA      | $210584.14     | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3309104.44    | 0.00%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $24121343.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      10500000 | PA      | $11881812.28   | 0.01%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       5331000 | PA      | $5443738.85    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $16577817.71   | 0.01%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBY2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2900000 | PA      | $2170424.68    | 0.00%             | 2027-11-09      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      43500000 | PA      | $50437594.32   | 0.04%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       1700000 | PA      | $1925604.88    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: AV4988953<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      12250000 | PA      | $15256709.41   | 0.01%             | 2027-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8266000 | PA      | $5985260.63    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      30523000 | PA      | $11971337.30   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      40500000 | PA      | $40419711.07   | 0.03%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                               | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |       1004000 | PA      | $1281049.42    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      99344896 | PA      | $88492506.50   | 0.07%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: BH4727377<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       2686000 | PA      | $3023548.02    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14000000 | PA      | $17410293.88   | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                            | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3452465.86    | 0.00%             | 2034-10-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50500000000 | PA      | $28847074.50   | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1254000 | PA      | $689484.52     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       2547000 | PA      | $2886264.83    | 0.00%             | 2028-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8155144.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LB5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        700000 | PA      | $831601.93     | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       6322000 | PA      | $3080240.11    | 0.00%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2936525.58    | 0.00%             | 2029-01-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      14331000 | PA      | $14978857.29   | 0.01%             | 2029-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |      14100000 | PA      | $12476153.00   | 0.01%             | 2035-06-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                     | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       8500000 | PA      | $10886529.27   | 0.01%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3666559.08    | 0.00%             | 2033-04-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      30000000 | PA      | $15932052.43   | 0.01%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      24500000 | PA      | $27519754.64   | 0.02%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      39061000 | PA      | $24777247.13   | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAP1<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       4050000 | PA      | $2876539.54    | 0.00%             | 2031-11-18      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $7144908.63    | 0.01%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |        800000 | PA      | $755342.09     | 0.00%             | 2042-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |       7484000 | PA      | $8314623.71    | 0.01%             | 2029-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $379665.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2679062.49    | 0.00%             | 2029-12-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2782634.40    | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |        200000 | PA      | $231063.67     | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      25000000 | PA      | $23578237.85   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAN7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $795401.52     | 0.00%             | 2053-07-27      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3120.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                           | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       3048000 | PA      | $4458780.87    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     195000000 | PA      | $48090561.96   | 0.04%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90622000 | PA      | $99930015.02   | 0.07%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      30000000 | PA      | $19864450.64   | 0.01%             | 2028-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                           | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3280109.18    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $4626553.83    | 0.00%             | 2031-11-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| El Corte Ingles SA                                                              | EL CORTE INGLES                | CUSIP: N/A<br>LEI: 95980020140005374753       | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $8019463.76    | 0.01%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2538073.58    | 0.00%             | 2029-03-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                     | KEYERA CORP                    | CUSIP: 49327ZAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1523597.30    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666CW9<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |        800000 | PA      | $587405.63     | 0.00%             | 2041-05-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     217028000 | PA      | $251850476.63  | 0.19%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       7256000 | PA      | $4925422.77    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2367545.75    | 0.00%             | 2033-08-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                 | ELM BV FOR HELVE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       3108000 | PA      | $3594995.33    | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      15900000 | PA      | $17553492.53   | 0.01%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20500000000 | PA      | $130935605.74  | 0.10%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                              | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |       2786000 | PA      | $2787323.37    | 0.00%             | 2031-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11465858.51   | 0.01%             | 2031-02-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Inchcape PLC                                                                    | INCHCAPE PLC                   | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $5450762.14    | 0.00%             | 2028-06-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Segro Capital Sarl                                                              | SEGRO CAPITAL                  | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |       4276000 | PA      | $4206652.25    | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       8900000 | PA      | $8916877.42    | 0.01%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       1277000 | PA      | $761221.38     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                      | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $4356406.44    | 0.00%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      22515000 | PA      | $25320578.60   | 0.02%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      23985000 | PA      | $16993232.70   | 0.01%             | 2031-11-03      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      11104000 | PA      | $12872697.43   | 0.01%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5633000 | PA      | $6883104.96    | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      12000000 | PA      | $13445413.49   | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      10500000 | PA      | $12333444.95   | 0.01%             | 2029-01-25      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5734238.66    | 0.00%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $44480151.19   | 0.03%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DF8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3830699.22    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  784458000000 | PA      | $48416950.60   | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                   | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |        200000 | PA      | $206205.22     | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $10072348.04   | 0.01%             | 2030-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       3904000 | PA      | $2822883.57    | 0.00%             | 2027-06-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       4100000 | PA      | $4859819.80    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: 693506BW6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       3306000 | PA      | $3799867.78    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      22834000 | PA      | $27228948.73   | 0.02%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      39075143 | PA      | $52808391.58   | 0.04%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     241740000 | PA      | $34979037.83   | 0.03%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      35000000 | PA      | $23286905.63   | 0.02%             | 2027-11-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4720038.20    | 0.00%             | 2032-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5751960.66    | 0.00%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16634741.56   | 0.01%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAP4<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1522472.07    | 0.00%             | 2028-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      62161000 | PA      | $32041304.01   | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11435200000 | PA      | $64987293.04   | 0.05%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     164860000 | PA      | $5170416.62    | 0.00%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1060570.05    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: AM8702772<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5631566.36    | 0.00%             | 2028-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $455167.47     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      17233000 | PA      | $20170974.17   | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3625454.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       5600000 | PA      | $6124109.15    | 0.00%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $12260169.26   | 0.01%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       1087000 | PA      | $1304194.02    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $7145560.55    | 0.01%             | 2031-09-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                  | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       4276000 | PA      | $3766341.05    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                    | TESCO PROP FIN 6               | CUSIP: N/A<br>LEI: 213800FORYFOB97FHO66       | Long             | DBT              | CORP              | GB        |       2579783 | PA      | $3320601.50    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8368384.19    | 0.01%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $66252275.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5753445.27    | 0.00%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1955000 | PA      | $1477879.50    | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $3896945.65    | 0.00%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6862000 | PA      | $8574873.59    | 0.01%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     585200000 | PA      | $3728580.67    | 0.00%             | 2027-10-29      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      11552000 | PA      | $12709025.54   | 0.01%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                     | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $6064610.65    | 0.00%             | 2032-06-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      32315000 | PA      | $40415085.58   | 0.03%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5162106.41    | 0.00%             | 2029-06-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10811905.03   | 0.01%             | 2038-09-07      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      12365000 | PA      | $13134989.43   | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |      20800000 | PA      | $23306198.54   | 0.02%             | 2029-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MCA9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      13850000 | PA      | $10428648.59   | 0.01%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2100742.43    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4655000 | PA      | $5825574.44    | 0.00%             | 2031-01-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1536857000000 | PA      | $97471500.22   | 0.07%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  953002000000 | PA      | $59609140.43   | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       4300000 | PA      | $2699715.28    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                       | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $9777454.74    | 0.01%             | 2038-06-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                       | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |       2400000 | PA      | $2773356.54    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $2853790.15    | 0.00%             | 2049-12-28      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     300000000 | PA      | $43463061.14   | 0.03%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       5579000 | PA      | $6274505.29    | 0.00%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $4343566.71    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1671953.14    | 0.00%             | 2028-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1537000 | PA      | $1021252.36    | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The                                               | CHUGOKU ELEC PWR               | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3007989.42    | 0.00%             | 2033-05-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $9949615.63    | 0.01%             | 2033-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                     | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5583681.24    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3900000000 | PA      | $23435457.08   | 0.02%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |       4108000 | PA      | $4662556.75    | 0.00%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HLDG                 | CUSIP: ZP8426170<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1842701.19    | 0.00%             | 2030-03-05      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      29481000 | PA      | $21071721.05   | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12500000 | PA      | $16356362.22   | 0.01%             | 2032-04-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      11100000 | PA      | $13163964.42   | 0.01%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1167200000 | PA      | $7369480.10    | 0.01%             | 2028-07-25      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      13328000 | PA      | $14437290.70   | 0.01%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      19638000 | PA      | $19879446.41   | 0.01%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $16190101.16   | 0.01%             | 2032-03-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19534.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       1696000 | PA      | $1715143.11    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122AZ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1904827.26    | 0.00%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |       8000000 | PA      | $9374478.94    | 0.01%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      34555000 | PA      | $23496823.49   | 0.02%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2795990.16    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       2926000 | PA      | $3190601.58    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       1455000 | PA      | $1601534.94    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: AX3085377<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1120020.49    | 0.00%             | 2028-02-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      27982000 | PA      | $19662245.44   | 0.01%             | 2029-12-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |       8000000 | PA      | $9438457.48    | 0.01%             | 2032-09-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                        | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |       3200000 | PA      | $3282605.73    | 0.00%             | 2032-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       1400000 | PA      | $1761007.28    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      10800000 | PA      | $13031216.07   | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAY6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1183000 | PA      | $714266.39     | 0.00%             | 2047-11-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      10800000 | PA      | $5685985.90    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      26085000 | PA      | $18650963.77   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12380998.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3655934.42    | 0.00%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: AO2641378<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $3848712.46    | 0.00%             | 2029-07-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $9184791.13    | 0.01%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11517959.44   | 0.01%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |        390000 | PA      | $229790.65     | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                   | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |       3375000 | PA      | $3420925.08    | 0.00%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       6900000 | PA      | $7395674.99    | 0.01%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5200000 | PA      | $6199054.09    | 0.00%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     324874000 | PA      | $375889754.73  | 0.28%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       9400000 | PA      | $12117149.51   | 0.01%             | 2029-03-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      78900000 | PA      | $53028261.15   | 0.04%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     584200000 | PA      | $3535271.27    | 0.00%             | 2031-06-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      14212000 | PA      | $16627019.11   | 0.01%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8554154.50    | 0.01%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                      | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |       8923000 | PA      | $10415238.93   | 0.01%             | 2028-04-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     244979000 | PA      | $65293782.55   | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                           | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3717511.24    | 0.00%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      20000000 | PA      | $23229139.92   | 0.02%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBJ1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1535000 | PA      | $965477.52     | 0.00%             | 2046-11-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: AT0872560<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $8178216.76    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $96886344.17   | 0.07%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2563881.48    | 0.00%             | 2034-07-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                         | SCHLUMBERGER FIN               | CUSIP: ZR5005791<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |       6913000 | PA      | $7646799.56    | 0.01%             | 2027-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12100000000 | PA      | $54087353.32   | 0.04%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       7700000 | PA      | $8878623.67    | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1251000 | PA      | $1729219.33    | 0.00%             | 2030-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |       3100000 | PA      | $3450610.31    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $2988713.60    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3073557.17    | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670CW6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     500000000 | PA      | $2978613.00    | 0.00%             | 2031-04-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                              | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |       2900000 | PA      | $3137444.63    | 0.00%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                    | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |       2300000 | PA      | $2720862.68    | 0.00%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $12107500.75   | 0.01%             | 2029-07-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     174052000 | PA      | $100545174.33  | 0.08%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      20795000 | PA      | $15950784.33   | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      93002000 | PA      | $108489787.51  | 0.08%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAL9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1827185.03    | 0.00%             | 2026-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     800000000 | PA      | $25296051.96   | 0.02%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $4953057.87    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       8400000 | PA      | $9141280.64    | 0.01%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8253598.57    | 0.01%             | 2031-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGU2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       5800000 | PA      | $6792292.81    | 0.01%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       3901000 | PA      | $4021887.18    | 0.00%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1139000 | PA      | $839900.33     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4786763.43    | 0.00%             | 2032-01-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       6739000 | PA      | $5833394.28    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-192                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $17269502.84   | 0.01%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457CA4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $3839339.95    | 0.00%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5969756.77    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10593000 | PA      | $11624411.09   | 0.01%             | 2030-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $9738089.32    | 0.01%             | 2034-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-635255.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                   | ASSA ABLOY AB                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |       5385000 | PA      | $6482295.72    | 0.00%             | 2030-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11850000000 | PA      | $53494764.65   | 0.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                          | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2232257.14    | 0.00%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     171798000 | PA      | $196893471.38  | 0.15%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      22307000 | PA      | $26550178.28   | 0.02%             | 2030-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12864413.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       1510000 | PA      | $830126.80     | 0.00%             | 2027-09-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: ZP3535447<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       7369000 | PA      | $7703167.86    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11761678.07   | 0.01%             | 2035-09-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $4076352.29    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       4981000 | PA      | $6168188.85    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       2136000 | PA      | $2929783.34    | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $4908738.53    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2271157.27    | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DH2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2415000 | PA      | $1643283.91    | 0.00%             | 2044-03-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                               | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2941716.39    | 0.00%             | 2032-06-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                            | EUROCLEAR                      | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2180102.03    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2577000 | PA      | $1753468.30    | 0.00%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      93582223 | PA      | $110671259.02  | 0.08%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                               | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2188414.94    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5572445.79    | 0.00%             | 2029-08-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11603054.98   | 0.01%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       8735000 | PA      | $9844512.31    | 0.01%             | 2028-12-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       6502000 | PA      | $7196467.20    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       7100000 | PA      | $8470323.42    | 0.01%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11637399.34   | 0.01%             | 2034-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4600000 | PA      | $5587162.84    | 0.00%             | 2033-08-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4625550000 | PA      | $30792758.48   | 0.02%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      23000000 | PA      | $27434046.75   | 0.02%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $9903162.93    | 0.01%             | 2032-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                       | NESTE                          | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |       7000000 | PA      | $8493577.43    | 0.01%             | 2033-03-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      14094000 | PA      | $15510119.11   | 0.01%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       2300000 | PA      | $2148600.46    | 0.00%             | 2033-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                   | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |       5600000 | PA      | $6184860.82    | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $576530.20     | 0.00%             | 2027-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |       1000000 | PA      | $1099690.74    | 0.00%             | 2027-11-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                           | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |      10100000 | PA      | $11289223.82   | 0.01%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                    | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |       1800000 | PA      | $1840640.60    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      54019000 | PA      | $29868360.88   | 0.02%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 01306ZDF5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       4554000 | PA      | $3320222.02    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1804100000 | PA      | $12504016.80   | 0.01%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      18000000 | PA      | $13392223.31   | 0.01%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12683928.36   | 0.01%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      15405000 | PA      | $17480956.60   | 0.01%             | 2034-10-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      27610000 | PA      | $22040795.96   | 0.02%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7802000 | PA      | $10873501.01   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      55000000 | PA      | $43376322.99   | 0.03%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jigsaw Funding PLC                                                              | JIGSAW FUNDING                 | CUSIP: N/A<br>LEI: 213800JR9H24DDKNFB02       | Long             | DBT              | CORP              | GB        |       1087000 | PA      | $964647.27     | 0.00%             | 2052-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     427692000 | PA      | $496525158.65  | 0.37%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |       7000000 | PA      | $8239678.71    | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $3879540.72    | 0.00%             | 2036-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ELM BV for Julius Baer Group Ltd                                                | ELM BV FOR JULIU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7104499.72    | 0.01%             | 2029-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     292600000 | PA      | $1961178.32    | 0.00%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      41785000 | PA      | $29756681.81   | 0.02%             | 2027-06-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                          | NATIONAL GRID ED               | CUSIP: EI1916143<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1429429.92    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18004133.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $8961291.01    | 0.01%             | 2030-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                     | CKH FIN 16                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |        100000 | PA      | $113617.83     | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      23222000 | PA      | $26982210.99   | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11800000000 | PA      | $63681547.21   | 0.05%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAL4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        200000 | PA      | $139863.25     | 0.00%             | 2043-11-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1787000 | PA      | $1289994.27    | 0.00%             | 2057-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2439000 | PA      | $2868152.91    | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RAYTHEON TECH                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       7184000 | PA      | $8032792.72    | 0.01%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     760000000 | PA      | $5094460.35    | 0.00%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10564944.91   | 0.01%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      10434000 | PA      | $14685771.83   | 0.01%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1213200.19    | 0.00%             | 2054-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       1254000 | PA      | $1073987.72    | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       3500000 | PA      | $4124146.75    | 0.00%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MAS2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       1165000 | PA      | $771346.79     | 0.00%             | 2043-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAM9<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       4700000 | PA      | $3644789.93    | 0.00%             | 2030-07-27      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp                                                             | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $6708137.07    | 0.01%             | 2035-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: EG9398371<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      98664000 | PA      | $130174019.92  | 0.10%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $4608683.93    | 0.00%             | 2031-07-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    8050000000 | PA      | $8689584.48    | 0.01%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Statkraft AS                                                                    | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       1323000 | PA      | $1441027.48    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     900000000 | PA      | $5730648.24    | 0.00%             | 2029-01-26      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       2731000 | PA      | $3086370.04    | 0.00%             | 2027-02-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |       9370000 | PA      | $10785556.19   | 0.01%             | 2030-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      50000000 | PA      | $66424865.66   | 0.05%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2433635.94    | 0.00%             | 2029-01-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      82236000 | PA      | $79123061.52   | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       1200000 | PA      | $1483230.86    | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |        200000 | PA      | $220955.87     | 0.00%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3641873.37    | 0.00%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3606614.37    | 0.00%             | 2035-02-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $10387144.66   | 0.01%             | 2028-04-06      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $32914727.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       5200000 | PA      | $6164830.20    | 0.00%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      14200000 | PA      | $8639885.33    | 0.01%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5077765.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $232574.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $11716965.40   | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1126937.20    | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4535911.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $12524224.10   | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      30000000 | PA      | $23884990.01   | 0.02%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  100000000000 | PA      | $69386741.53   | 0.05%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     193670089 | PA      | $213955124.74  | 0.16%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5060768.86    | 0.00%             | 2031-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAB8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       6272000 | PA      | $6935214.08    | 0.01%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GQ3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       2600000 | PA      | $1872610.45    | 0.00%             | 2030-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      98697000 | PA      | $119537899.87  | 0.09%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3085117.44    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148QJ5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $5871013.50    | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      10000000 | PA      | $11298443.00   | 0.01%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                    | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |       5400000 | PA      | $5749137.75    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       3459000 | PA      | $4027099.62    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $8150262.23    | 0.01%             | 2030-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       1605000 | PA      | $1123817.55    | 0.00%             | 2029-08-21      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      66900000 | PA      | $71738834.68   | 0.05%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       1803000 | PA      | $1984971.52    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                       | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3251824.25    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3398651.88    | 0.00%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       3635000 | PA      | $2611227.65    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                          | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $6151498.56    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $619483.75     | 0.00%             | 2034-11-24      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      12500000 | PA      | $14417841.12   | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2470839.79    | 0.00%             | 2029-11-29      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1103000 | PA      | $713634.29     | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      12500000 | PA      | $10985922.11   | 0.01%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2437950000 | PA      | $16388439.03   | 0.01%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2184353.31    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      20000000 | PA      | $23563984.76   | 0.02%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8168877.99    | 0.01%             | 2036-09-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      64875000 | PA      | $33326032.44   | 0.02%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5938750000 | PA      | $40017849.34   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      18700000 | PA      | $17076099.14   | 0.01%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: BH6823505<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3381951.00    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9672893.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: AS3449350<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      22500000 | PA      | $25070243.36   | 0.02%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       4800000 | PA      | $5079163.36    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |       3100000 | PA      | $3235325.16    | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                               | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       1265000 | PA      | $652313.48     | 0.00%             | 2036-06-30      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $859765.27     | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      48030000 | PA      | $24835044.70   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Capital Holdings PLC                                                    | OMNICOM CAPITAL                | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |       2271000 | PA      | $2409929.14    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    4300000000 | PA      | $26161609.05   | 0.02%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3308458.15    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5212133.72    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5324957.99    | 0.00%             | 2032-07-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      75000000 | PA      | $13462555.88   | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      21969000 | PA      | $14156869.82   | 0.01%             | 2028-08-14      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LBBW Berlin Beteiligungs-AG                                                     | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10872650.61   | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                   | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |      11000000 | PA      | $12750573.56   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       7516000 | PA      | $5677462.03    | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     115000000 | PA      | $129682215.53  | 0.10%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      18463400 | PA      | $11752536.24   | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |        506000 | PA      | $562472.48     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      12000000 | PA      | $14158514.68   | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000000 | PA      | $14631691.86   | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HCN Canadian Holdings-1 LP                                                      | HCN CANADA HLDGS               | CUSIP: 40416RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        883000 | PA      | $629135.31     | 0.00%             | 2027-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |        200000 | PA      | $228019.82     | 0.00%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      21700000 | PA      | $22980757.88   | 0.02%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       4260000 | PA      | $5278815.29    | 0.00%             | 2033-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      23104000 | PA      | $16499512.68   | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       1900000 | PA      | $2133771.14    | 0.00%             | 2030-04-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9375191.74    | 0.01%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2305000 | PA      | $1374048.04    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     152407414 | PA      | $153368359.68  | 0.11%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       8496000 | PA      | $6206067.68    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      11000000 | PA      | $11256478.93   | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                           | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6412756.21    | 0.00%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       8037000 | PA      | $8736029.63    | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6198545.82    | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   91066510000 | PA      | $65416843.67   | 0.05%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       5331000 | PA      | $5399997.25    | 0.00%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: AS3002050<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       8000000 | PA      | $7569805.18    | 0.01%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      17000000 | PA      | $12567484.08   | 0.01%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-371383.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       9000000 | PA      | $5190073.75    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10080000 | PA      | $12540350.44   | 0.01%             | 2027-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                       | THALES SA                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6172805.30    | 0.00%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4535911.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       5400000 | PA      | $5979511.92    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      13900000 | PA      | $13647031.23   | 0.01%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $28513846.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       7500000 | PA      | $6810678.38    | 0.01%             | 2042-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       2141000 | PA      | $2398255.08    | 0.00%             | 2027-06-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      85775000 | PA      | $117460047.84  | 0.09%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                           | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |       6863000 | PA      | $7351468.41    | 0.01%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAL5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       2129000 | PA      | $1464346.26    | 0.00%             | 2031-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      25500000 | PA      | $18811749.35   | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2762817.47    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       1687000 | PA      | $1975127.20    | 0.00%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     450000000 | PA      | $2736661.96    | 0.00%             | 2031-03-28      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      53900000 | PA      | $59625782.33   | 0.04%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Leasys SpA                                                                      | LEASYS SPA                     | CUSIP: N/A<br>LEI: 5493009CCXH3RNCA7U43       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10652296.08   | 0.01%             | 2028-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      27607000 | PA      | $32597405.83   | 0.02%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       6990000 | PA      | $5071230.92    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       4500000 | PA      | $5421229.05    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7245575.78    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      53238421 | PA      | $56570506.01   | 0.04%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $8122060.22    | 0.01%             | 2031-07-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     250000000 | PA      | $1501874.80    | 0.00%             | 2032-07-23      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                              | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6301438.74    | 0.00%             | 2031-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5474644.85    | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1333000 | PA      | $806135.35     | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                      | DREAM SUMMIT IND               | CUSIP: 26154EAC2<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $707091.73     | 0.00%             | 2027-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFM0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       2300000 | PA      | $1561161.38    | 0.00%             | 2031-05-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CRH Funding BV                                                                  | CRH FUNDING                    | CUSIP: N/A<br>LEI: 549300XYDB6706OPOS81       | Long             | DBT              | CORP              | NL        |       5603000 | PA      | $6154706.59    | 0.00%             | 2030-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                          | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       6000000 | PA      | $7058283.52    | 0.01%             | 2031-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-158700.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBT9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       2272000 | PA      | $1390436.13    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3920636.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                               | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |       6100000 | PA      | $7980881.03    | 0.01%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2341000 | PA      | $1305992.58    | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6790200.40    | 0.01%             | 2079-12-31      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      12931000 | PA      | $13931962.12   | 0.01%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      59534000 | PA      | $67461788.41   | 0.05%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     160000000 | PA      | $23666987.94   | 0.02%             | 2030-03-16      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Canton of Vaud                                                                  | CANTON OF WAADT                | CUSIP: N/A<br>LEI: 506700E81244S7B58Q98       | Long             | DBT              | NUSS              | CH        |       4365000 | PA      | $6059063.15    | 0.00%             | 2033-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                          | CAN TIRE CORP                  | CUSIP: 13668ZAL2<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |        425000 | PA      | $342562.97     | 0.00%             | 2034-02-24      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     170000000 | PA      | $210498805.19  | 0.16%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |      11000000 | PA      | $7221275.22    | 0.01%             | 2028-05-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       8000000 | PA      | $9350604.33    | 0.01%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |       1452000 | PA      | $927706.40     | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      11150000 | PA      | $8121360.14    | 0.01%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9357086.84    | 0.01%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: BK1434475<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       6242000 | PA      | $6399458.39    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1223850000 | PA      | $8389780.42    | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2564324.91    | 0.00%             | 2031-12-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      24750000 | PA      | $20632454.54   | 0.02%             | 2029-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     850000000 | PA      | $92212892.29   | 0.07%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      55498000 | PA      | $61805976.14   | 0.05%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       4913000 | PA      | $5749316.43    | 0.00%             | 2027-03-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                      | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       1100000 | PA      | $1246896.84    | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6545011.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $30479974.74   | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6080934.40    | 0.00%             | 2026-11-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10757095.14   | 0.01%             | 2028-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       2818000 | PA      | $3279339.88    | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NewRiver REIT PLC                                                               | NEWRIVER REIT PL               | CUSIP: N/A<br>LEI: 2138004GX1VAUMH66L31       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $1158758.66    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       1500000 | PA      | $1355780.83    | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EJ3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1133816.41    | 0.00%             | 2027-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     660050000 | PA      | $4017655.95    | 0.00%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $83860721.56   | 0.06%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       2800000 | PA      | $3520136.99    | 0.00%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       7030000 | PA      | $5111003.73    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    1500000000 | PA      | $8974731.36    | 0.01%             | 2033-06-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      63606276 | PA      | $54521366.06   | 0.04%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $27727803.47   | 0.02%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $9804737.97    | 0.01%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90000000 | PA      | $108836184.22  | 0.08%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      12083000 | PA      | $12910897.60   | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      30500000 | PA      | $23842186.01   | 0.02%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5965708.08    | 0.00%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       3324000 | PA      | $4368843.73    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BE5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1645177.51    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                               | NORTHERN GAS                   | CUSIP: EF1611344<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       1465000 | PA      | $1827785.86    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $954771.48     | 0.00%             | 2034-04-11      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      22800000 | PA      | $23589198.42   | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      39490000 | PA      | $40474985.48   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       7125000 | PA      | $4795188.76    | 0.00%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      43580000 | PA      | $31125478.88   | 0.02%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Covestro AG                                                                     | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2142862.91    | 0.00%             | 2030-06-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9300000 | PA      | $11002759.95   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      25000000 | PA      | $27831908.47   | 0.02%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162ZAB8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       1123000 | PA      | $918469.24     | 0.00%             | 2035-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7781808.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      39200000 | PA      | $31713121.08   | 0.02%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5215461.42    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3062912.00    | 0.00%             | 2028-07-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-908667.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11573000 | PA      | $8887313.14    | 0.01%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       5000000 | PA      | $2176242.41    | 0.00%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       4200000 | PA      | $2901437.14    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13358728.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       6591000 | PA      | $7851444.44    | 0.01%             | 2048-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       7187000 | PA      | $6934558.74    | 0.01%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     130000000 | PA      | $19029489.70   | 0.01%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      22200000 | PA      | $12606104.87   | 0.01%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        831000 | PA      | $911282.00     | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      80000000 | PA      | $90074982.19   | 0.07%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1287136.53    | 0.00%             | 2029-03-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                       | FINNING INTL INC               | CUSIP: 31807ZAL6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $420064.47     | 0.00%             | 2042-06-13      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       7369000 | PA      | $8238213.39    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAB0<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |        507000 | PA      | $364991.27     | 0.00%             | 2028-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       9280000 | PA      | $4063665.82    | 0.00%             | 2035-09-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $959476.91     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       8300000 | PA      | $9167653.78    | 0.01%             | 2028-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1025898000000 | PA      | $63853254.86   | 0.05%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     151540000 | PA      | $180394811.39  | 0.13%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1225217.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      25100000 | PA      | $26815259.92   | 0.02%             | 2029-02-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1050000 | PA      | $746887.98     | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      13800000 | PA      | $16462195.27   | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                           | UNIV OF TORONTO                | CUSIP: 383660AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1225000 | PA      | $822018.89     | 0.00%             | 2051-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       1464000 | PA      | $1694028.45    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59779000 | PA      | $31450611.82   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23188363.77   | 0.02%             | 2033-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: N/A<br>LEI: 549300CRGMZK3K53BF92       | Long             | DBT              | CORP              | US        |       1210000 | PA      | $790307.74     | 0.00%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4970311.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     900000000 | PA      | $5755768.93    | 0.00%             | 2030-01-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       7500000 | PA      | $5933654.16    | 0.00%             | 2029-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       5450000 | PA      | $6344346.38    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7339401.15    | 0.01%             | 2029-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                             | BPC GENERATION                 | CUSIP: 05617NAB9<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |       2950000 | PA      | $2120715.26    | 0.00%             | 2032-09-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                              | CONTACT ENERGY                 | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | DBT              | CORP              | NZ        |       7900000 | PA      | $5487704.91    | 0.00%             | 2030-11-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      28454000 | PA      | $31140410.82   | 0.02%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     395050000 | PA      | $2758431.05    | 0.00%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      34011000 | PA      | $38590218.06   | 0.03%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      25000000 | PA      | $28983532.66   | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      28330000 | PA      | $20770185.30   | 0.02%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6381204.33    | 0.00%             | 2027-08-18      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AU5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       5048000 | PA      | $5748454.91    | 0.00%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA PWR                | CUSIP: 66988ZAZ2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1212000 | PA      | $935292.85     | 0.00%             | 2040-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2462150000 | PA      | $16912166.61   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      11013000 | PA      | $16983907.16   | 0.01%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      13500000 | PA      | $10094348.15   | 0.01%             | 2029-01-08      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     157000000 | PA      | $172022843.10  | 0.13%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11050418.52   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAR5<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        300000 | PA      | $219442.02     | 0.00%             | 2043-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      85006000 | PA      | $102726761.47  | 0.08%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     112704000 | PA      | $28596029.16   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: AO0406964<br>LEI: N/A                  | Long             | DBT              | NUSS              | HK        |       3000000 | PA      | $378980.09     | 0.00%             | 2027-06-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      10000000 | PA      | $11424803.42   | 0.01%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-430055.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                  | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |       1719000 | PA      | $2293552.47    | 0.00%             | 2032-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2812.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7860900000 | PA      | $47201243.58   | 0.04%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      34778000 | PA      | $24419479.75   | 0.02%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |       7660000 | PA      | $9029161.23    | 0.01%             | 2027-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                               | TAG IMMO AG                    | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |       2400000 | PA      | $2871050.27    | 0.00%             | 2030-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |       4461000 | PA      | $4972276.03    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3669731.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: AN6306376<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       3300000 | PA      | $3670762.84    | 0.00%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      22000000 | PA      | $25196142.54   | 0.02%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      13700000 | PA      | $12773933.08   | 0.01%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $10823259.56   | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3230085.43    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  475210000000 | PA      | $30444061.47   | 0.02%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      31000000 | PA      | $24187422.05   | 0.02%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    7280000000 | PA      | $7496958.75    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $5700232.47    | 0.00%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Japan Highway Public Corp                                                       | JAPAN HIGHWAY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $697404.26     | 0.00%             | 2034-12-20      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                             | EXPERIAN EUROPE                | CUSIP: N/A<br>LEI: 635400QBLELMETXQLA08       | Long             | DBT              | CORP              | IE        |       1800000 | PA      | $1935460.29    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      11600000 | PA      | $10972267.79   | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $13165392.83   | 0.01%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     292500000 | PA      | $1861757.47    | 0.00%             | 2027-11-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      14240000 | PA      | $17439242.48   | 0.01%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      10800000 | PA      | $12235276.16   | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                             | ASTELLAS PHARMA                | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1269670.37    | 0.00%             | 2028-08-31      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       2498000 | PA      | $3005007.27    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $16265843.18   | 0.01%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       8100000 | PA      | $8291128.65    | 0.01%             | 2032-12-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      45976604 | PA      | $45194944.60   | 0.03%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12777316.20   | 0.01%             | 2028-07-28      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     130000000 | PA      | $19028462.62   | 0.01%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3341633.72    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       8000000 | PA      | $9348385.71    | 0.01%             | 2036-08-11      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1030089.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                           | LIVEWEST TREA                  | CUSIP: N/A<br>LEI: 2138003KE7A61PG6CK49       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $631179.97     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AJF4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       6250000 | PA      | $4509889.13    | 0.00%             | 2029-07-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     327778000 | PA      | $93861826.43   | 0.07%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       7241000 | PA      | $7711288.66    | 0.01%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      10280000 | PA      | $6886990.14    | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $319408.99     | 0.00%             | 2046-12-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Southern Electric Power Distribution PLC                                        | SOUTHERN ELECTR                | CUSIP: N/A<br>LEI: 549300SR1GYYNBZQGX56       | Long             | DBT              | CORP              | GB        |       4736000 | PA      | $5813701.64    | 0.00%             | 2037-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     100000000 | PA      | $10529828.16   | 0.01%             | 2032-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      58472000 | PA      | $65615912.58   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $9007339.92    | 0.01%             | 2046-01-24      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                  | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       3650000 | PA      | $4837658.17    | 0.00%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     373000000 | PA      | $2280790.08    | 0.00%             | 2030-12-20      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |        382000 | PA      | $432733.49     | 0.00%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      14800000 | PA      | $16415914.22   | 0.01%             | 2079-12-31      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6561458.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       2181000 | PA      | $2940863.51    | 0.00%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                    | GUINNESS PARTNER               | CUSIP: N/A<br>LEI: 213800OE2SS4VDHBR129       | Long             | DBT              | CORP              | GB        |       2242000 | PA      | $2336236.51    | 0.00%             | 2044-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8285173.23    | 0.01%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5270910.41    | 0.00%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: EC7912669<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       1266000 | PA      | $1688275.86    | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4591157.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $73256429.82   | 0.05%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      22500000 | PA      | $25011109.82   | 0.02%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      31318000 | PA      | $7027339.42    | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       3500000 | PA      | $3899461.42    | 0.00%             | 2027-10-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3216134.90    | 0.00%             | 2029-03-07      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7519989.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       9875000 | PA      | $11410511.13   | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       7630000 | PA      | $9711787.60    | 0.01%             | 2043-07-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12000000000 | PA      | $63183165.27   | 0.05%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6870800000 | PA      | $25651798.09   | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                       | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4432815.03    | 0.00%             | 2027-07-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-931632.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| University of Leeds                                                             | UNIV OF LEEDS                  | CUSIP: N/A<br>LEI: 213800S82DDTUZA6T344       | Long             | DBT              | CORP              | GB        |       2100000 | PA      | $1812511.96    | 0.00%             | 2050-12-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $478742.60     | 0.00%             | 2032-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                   | DREAM IND REIT                 | CUSIP: 26153WAF6<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |       2305000 | PA      | $1618005.64    | 0.00%             | 2027-06-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      42130000 | PA      | $29404051.27   | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       1360000 | PA      | $1783149.92    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LP4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       6700000 | PA      | $7325108.40    | 0.01%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3395.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dali Capital PLC                                                                | DALI CAPITAL 29                | CUSIP: EG0502237<br>LEI: 549300CUYQI7648PE528 | Long             | DBT              | CORP              | IE        |        200000 | PA      | $241155.56     | 0.00%             | 2037-12-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      28686000 | PA      | $21164138.31   | 0.02%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $5630399.72    | 0.00%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                       | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6241440.59    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       2806000 | PA      | $3232549.42    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       4913000 | PA      | $5170695.14    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      37454000 | PA      | $38086969.78   | 0.03%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       1425000 | PA      | $1050242.02    | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: AQ9457575<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      65270000 | PA      | $6735550.03    | 0.01%             | 2028-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp               | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12783483.23   | 0.01%             | 2028-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       1146000 | PA      | $1523303.99    | 0.00%             | 2027-01-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       6470000 | PA      | $4302607.08    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9521601.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: BH6826250<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2882347.57    | 0.00%             | 2027-04-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $17157114.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $13788458.75   | 0.01%             | 2035-03-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     829000000 | PA      | $5325832.53    | 0.00%             | 2027-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| EMH Treasury PLC                                                                | EMH TREASURY PLC               | CUSIP: EK0435702<br>LEI: 213800WLIFOOG58XDG67 | Long             | DBT              | CORP              | GB        |        449000 | PA      | $506968.74     | 0.00%             | 2044-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     156968000 | PA      | $185791591.54  | 0.14%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $24048067.38   | 0.02%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3260200000 | PA      | $21935804.36   | 0.02%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                         | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       6000000 | PA      | $7311774.09    | 0.01%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10586456.52   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       6118000 | PA      | $6408361.10    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   34160090000 | PA      | $22902314.96   | 0.02%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      12000000 | PA      | $7964899.69    | 0.01%             | 2028-02-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      10364000 | PA      | $10770771.88   | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                 | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       1000000 | PA      | $1066940.38    | 0.00%             | 2029-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      29171000 | PA      | $31874510.55   | 0.02%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      67195000 | PA      | $89498435.79   | 0.07%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       2501000 | PA      | $2903486.80    | 0.00%             | 2033-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       3953000 | PA      | $3973840.18    | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $93757103.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $8115618.87    | 0.01%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3044193.11    | 0.00%             | 2030-12-20      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24325.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                 | BMW INTL INV BV                | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |      10250000 | PA      | $11769863.08   | 0.01%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                          | GM FIN CAD                     | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       5985000 | PA      | $4463692.41    | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      47352000 | PA      | $58838852.27   | 0.04%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13158833.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       4500000 | PA      | $3374810.38    | 0.00%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                     | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2820056.34    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       2950000 | PA      | $4160101.89    | 0.00%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      22500000 | PA      | $26282681.95   | 0.02%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       4750000 | PA      | $5650960.19    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EN4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       4868000 | PA      | $3976887.11    | 0.00%             | 2039-10-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     240930000 | PA      | $53518838.49   | 0.04%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2801830.35    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                              | FISERV FUNDING                 | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $11509780.24   | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      85000000 | PA      | $19942441.02   | 0.01%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       6276000 | PA      | $6955140.30    | 0.01%             | 2079-12-31      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13030000000 | PA      | $64035132.20   | 0.05%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      57000000 | PA      | $6426417.62    | 0.00%             | 2036-03-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      34174000 | PA      | $28495153.73   | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20546000 | PA      | $23797221.69   | 0.02%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $13919985.34   | 0.01%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                 | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       9877000 | PA      | $11361551.02   | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5676550.53    | 0.00%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       7998000 | PA      | $6671928.30    | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1345330.78    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      14115000 | PA      | $10737128.69   | 0.01%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        600000 | PA      | $679335.89     | 0.00%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $7601620.40    | 0.01%             | 2033-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     109879000 | PA      | $79376211.99   | 0.06%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       2397000 | PA      | $2469013.11    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       6100000 | PA      | $6659716.62    | 0.00%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                              | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |       3100000 | PA      | $3000751.09    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5537090.90    | 0.00%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Diageo Capital BV                                                               | DIAGEO CAPITAL                 | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |        700000 | PA      | $755729.64     | 0.00%             | 2028-09-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                           | NOUVELLE AUTO                  | CUSIP: 66980CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2853185 | PA      | $1931625.93    | 0.00%             | 2042-03-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      32000000 | PA      | $34920302.55   | 0.03%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       7600000 | PA      | $8741206.27    | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $1011697.14    | 0.00%             | 2033-06-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       2900000 | PA      | $2998916.18    | 0.00%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      20000000 | PA      | $13285670.63   | 0.01%             | 2028-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       3413000 | PA      | $2486083.19    | 0.00%             | 2040-12-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RL Finance Bonds NO 4 PLC                                                       | RL FINANCE NO 4                | CUSIP: N/A<br>LEI: 21380094SBEIOBDS8O41       | Long             | DBT              | CORP              | GB        |       5829000 | PA      | $6467378.22    | 0.00%             | 2049-10-07      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                         | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |       2046000 | PA      | $2704987.25    | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                            | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      17349000 | PA      | $14853635.69   | 0.01%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-376787.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3832166.05    | 0.00%             | 2048-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                          | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |       9038000 | PA      | $8564355.24    | 0.01%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     169964000 | PA      | $49784600.28   | 0.04%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                       | KOMMUNALKREDIT                 | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |      26100000 | PA      | $30278922.38   | 0.02%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9000000000 | PA      | $56976529.10   | 0.04%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     205559000 | PA      | $136761251.31  | 0.10%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                       | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $3053507.40    | 0.00%             | 2047-03-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       3000000 | PA      | $3106635.23    | 0.00%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      24545395 | PA      | $20616495.38   | 0.02%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5679800.73    | 0.00%             | 2027-06-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |         25000 | PA      | $29485.63      | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1996000 | PA      | $2006059.60    | 0.00%             | 2037-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       4896000 | PA      | $5727051.82    | 0.00%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12046000 | PA      | $10756084.71   | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      11224000 | PA      | $12547333.77   | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8600000 | PA      | $6930599.84    | 0.01%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                        | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |       5950000 | PA      | $6688114.22    | 0.01%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      16142000 | PA      | $17516607.68   | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11247400000 | PA      | $74142487.13   | 0.06%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       4200000 | PA      | $4812363.28    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                    | PENARIAN HOUSING               | CUSIP: N/A<br>LEI: 213800ITDRPW2XEQ8T51       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $692219.00     | 0.00%             | 2052-06-07      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      13889000 | PA      | $16245730.37   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    1275800000 | PA      | $7795480.73    | 0.01%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |       2758000 | PA      | $3074469.70    | 0.00%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       2545000 | PA      | $2418160.69    | 0.00%             | 2033-01-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Co                                              | GE CAPITAL UK                  | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |       4959000 | PA      | $6931048.24    | 0.01%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6710591.47    | 0.01%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                       | SCOTLAND GAS NET               | CUSIP: EF1253238<br>LEI: 549300Y7M5CC1U5DBX07 | Long             | DBT              | CORP              | GB        |        502000 | PA      | $634780.59     | 0.00%             | 2034-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      81758000 | PA      | $26631418.39   | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6006149.39    | 0.00%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $7076315.68    | 0.01%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN MUNI ENT               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1986449.29    | 0.00%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10665650000 | PA      | $40985004.20   | 0.03%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1400000 | PA      | $1619356.99    | 0.00%             | 2038-08-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BF9<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2583000 | PA      | $1828248.16    | 0.00%             | 2027-03-10      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       1365000 | PA      | $1698005.55    | 0.00%             | 2028-02-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                               | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5863917.56    | 0.00%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8275845.55    | 0.01%             | 2026-12-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4859684.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      89462000 | PA      | $117988854.10  | 0.09%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $28973331.71   | 0.02%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     160415000 | PA      | $101375758.66  | 0.08%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      28995000 | PA      | $20571507.51   | 0.02%             | 2032-05-10      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14683976.72   | 0.01%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                              | LABRADOR-ISLAND                | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       4412000 | PA      | $3245536.15    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11769861.95   | 0.01%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       6440000 | PA      | $4903666.38    | 0.00%             | 2028-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $66178043.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      21360000 | PA      | $24568965.98   | 0.02%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                               | GIBSON ENERGY                  | CUSIP: 374825AM9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       6700000 | PA      | $4872715.98    | 0.00%             | 2032-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                         | ABANCA CORP                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $3028388.33    | 0.00%             | 2028-09-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                 | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       2780000 | PA      | $3501751.35    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $13384545.04   | 0.01%             | 2031-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      12290000 | PA      | $7737082.08    | 0.01%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCS8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      16925000 | PA      | $11985278.46   | 0.01%             | 2032-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                             | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |       6062000 | PA      | $5826967.41    | 0.00%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      37418000 | PA      | $43485189.52   | 0.03%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11830885.49   | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       9578000 | PA      | $6466485.41    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       9315000 | PA      | $11938099.67   | 0.01%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     465190000 | PA      | $1173827.51    | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       3522000 | PA      | $3540462.81    | 0.00%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                     | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       6614000 | PA      | $7240398.40    | 0.01%             | 2029-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     188742000 | PA      | $174632388.17  | 0.13%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Manulife Finance Delaware LP                                                    | MANULIFE FIN                   | CUSIP: 56502FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1857000 | PA      | $1369360.58    | 0.00%             | 2041-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |       4200000 | PA      | $4949180.40    | 0.00%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     995802000 | PA      | $40972905.39   | 0.03%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      13000000 | PA      | $15127691.61   | 0.01%             | 2032-02-18      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11798583.62   | 0.01%             | 2035-05-09      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                        | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |       5296000 | PA      | $4435369.32    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAK1<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1463000 | PA      | $1036565.46    | 0.00%             | 2042-02-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      55993000 | PA      | $40006847.79   | 0.03%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $3083253.03    | 0.00%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     125585000 | PA      | $145910779.23  | 0.11%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: ZR6556818<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      17000000 | PA      | $19547515.47   | 0.01%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       1700000 | PA      | $1644308.71    | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13279500000 | PA      | $76249224.22   | 0.06%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3493421.83    | 0.00%             | 2026-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6894112.49    | 0.01%             | 2034-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      30000000 | PA      | $34584712.86   | 0.03%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1139016.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $46315591.51   | 0.03%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |        784000 | PA      | $509863.64     | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-158700.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5919197.50    | 0.00%             | 2036-05-14      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      20000000 | PA      | $21235961.30   | 0.02%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7751900000 | PA      | $44613047.16   | 0.03%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       8901000 | PA      | $11411722.34   | 0.01%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3832300000 | PA      | $26400125.59   | 0.02%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       1527000 | PA      | $2166379.15    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12591368.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GT8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5390000 | PA      | $3731282.31    | 0.00%             | 2031-08-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3450012.79    | 0.00%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       3000000 | PA      | $3797316.24    | 0.00%             | 2034-09-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                            | POWER CORP                     | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |       1664000 | PA      | $1135185.65    | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3399103.66    | 0.00%             | 2052-12-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3801119.01    | 0.00%             | 2041-12-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $9961506.88    | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      14000000 | PA      | $10445979.39   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2169900000 | PA      | $13208091.61   | 0.01%             | 2031-04-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                        | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |        700000 | PA      | $837911.53     | 0.00%             | 2032-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | EQUINIX EU 2 FIN               | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2344139.81    | 0.00%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       7000000 | PA      | $4462197.89    | 0.00%             | 2033-04-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-54043.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13846067.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                  | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |        700000 | PA      | $677370.06     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       3200000 | PA      | $3962678.85    | 0.00%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $1222415.08    | 0.00%             | 2040-11-26      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       6684000 | PA      | $6951550.76    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |       3410000 | PA      | $2694041.34    | 0.00%             | 2041-09-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4847000 | PA      | $3069004.08    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      30529000 | PA      | $35107540.65   | 0.03%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Euronext NV                                                                     | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       3200000 | PA      | $2718150.60    | 0.00%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       8695000 | PA      | $9450659.79    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      25000000 | PA      | $16351474.56   | 0.01%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       7279000 | PA      | $8193769.38    | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       9100000 | PA      | $9844803.24    | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $8956596.85    | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      34740000 | PA      | $25162856.59   | 0.02%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2499275.61    | 0.00%             | 2030-01-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   30000000000 | PA      | $20912393.05   | 0.02%             | 2027-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                              | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $785072.67     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11015208.06   | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        466000 | PA      | $551023.79     | 0.00%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Housing Finance PLC                                                   | YORKSHIRE HOUSIN               | CUSIP: EK5496501<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |       1791000 | PA      | $1860039.74    | 0.00%             | 2044-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  523168000000 | PA      | $36830536.44   | 0.03%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     608388000 | PA      | $82405931.35   | 0.06%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       9175000 | PA      | $10099724.17   | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138909000 | PA      | $110024864.64  | 0.08%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3109593.20    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $4333324.82    | 0.00%             | 2031-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       3300000 | PA      | $3337322.73    | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |       4000000 | PA      | $5220797.44    | 0.00%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                      | SYENSQO SA                     | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | DBT              | CORP              | BE        |       5700000 | PA      | $6589137.61    | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $12698071.39   | 0.01%             | 2031-10-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada/Toronto                                                    | ROYAL BK CAN TO                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      10300000 | PA      | $11709135.82   | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     274911000 | PA      | $299568371.39  | 0.22%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hydro Ottawa Capital Corp                                                       | HYDRO OTTAWA CAP               | CUSIP: 448975AB8<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |       1029000 | PA      | $666650.91     | 0.00%             | 2043-05-14      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1457345.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12867950000 | PA      | $49874240.38   | 0.04%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: AP0972533<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4461220.93    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3031032.38    | 0.00%             | 2031-03-18      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1240303.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1218779.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       4855000 | PA      | $3512111.25    | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5104507.32    | 0.00%             | 2033-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                        | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      22276000 | PA      | $21775096.45   | 0.02%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      13600000 | PA      | $9852187.91    | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      35000000 | PA      | $25296501.73   | 0.02%             | 2028-12-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4191565.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: AV6225214<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3453317.90    | 0.00%             | 2027-11-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22606.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11935733.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      14212000 | PA      | $15945445.42   | 0.01%             | 2028-02-24      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |        100000 | PA      | $101545.38     | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                     | STATNETT SF                    | CUSIP: AP4912220<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |       5597000 | PA      | $6013954.13    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $18059912.28   | 0.01%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5073943.24    | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Basler Kantonalbank                                                             | BASLER KANTNALBK               | CUSIP: N/A<br>LEI: HV5W8PGLJ127N2SFSM23       | Long             | DBT              | CORP              | CH        |       2210000 | PA      | $2746190.63    | 0.00%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   39875000000 | PA      | $33540986.04   | 0.03%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CZ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       7400000 | PA      | $8586074.74    | 0.01%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |      97934000 | PA      | $9259160.93    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Aliaxis Holdings SA                                                             | ALIAXIS HLDG SA                | CUSIP: N/A<br>LEI: 549300SJMVZUK46L0E37       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5405304.03    | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                        | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6007710.65    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       4859000 | PA      | $3720662.29    | 0.00%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3817195.15    | 0.00%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11584753.21   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      12700000 | PA      | $14793099.41   | 0.01%             | 2033-04-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17923164.35   | 0.01%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3921105.08    | 0.00%             | 2028-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       2457000 | PA      | $3207153.71    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5247780000 | PA      | $11662478.56   | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       7749000 | PA      | $8295924.34    | 0.01%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $11613385.03   | 0.01%             | 2031-06-10      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                                        | TDK CORP                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2506148.85    | 0.00%             | 2028-12-01      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     450778000 | PA      | $19551303.46   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-729896.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $639892.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      16985000 | PA      | $20160953.37   | 0.02%             | 2028-08-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     816000000 | PA      | $36639790.49   | 0.03%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       6007000 | PA      | $4486654.99    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       2047000 | PA      | $1322848.93    | 0.00%             | 2026-11-27      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      15013000 | PA      | $15762834.94   | 0.01%             | 2029-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      13519000 | PA      | $11832888.99   | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       4950000 | PA      | $4824006.27    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $8466959.61    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $5675431.61    | 0.00%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      25300000 | PA      | $29324951.48   | 0.02%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6307447.93    | 0.00%             | 2028-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CZ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       4600000 | PA      | $4900096.02    | 0.00%             | 2029-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334CY8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       5600000 | PA      | $6639614.65    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BV4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1486439.98    | 0.00%             | 2029-03-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      39652000 | PA      | $43935662.46   | 0.03%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $33592987.19   | 0.03%             | 2028-03-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                 | CUSIP: 14448CBH6<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5663161.07    | 0.00%             | 2037-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     220000000 | PA      | $22038874.13   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3709943.80    | 0.00%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $15040167.85   | 0.01%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       3000000 | PA      | $3036871.09    | 0.00%             | 2033-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                    | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3722609.31    | 0.00%             | 2029-11-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                               | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       4500000 | PA      | $2628503.53    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $8021708.89    | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $762217.12     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      78248027 | PA      | $90536839.93   | 0.07%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                          | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11601479.31   | 0.01%             | 2035-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $5876384.62    | 0.00%             | 2035-04-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                           | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |        850000 | PA      | $1105044.45    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3576185.44    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      10000000 | PA      | $13278019.57   | 0.01%             | 2028-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $1704964.46    | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11697000000 | PA      | $47741786.33   | 0.04%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     300000000 | PA      | $1937083.90    | 0.00%             | 2032-09-01      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      37989000 | PA      | $23562734.23   | 0.02%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      11000000 | PA      | $13400151.80   | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       7300000 | PA      | $5541552.81    | 0.00%             | 2028-08-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333FR2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       2550000 | PA      | $1885861.68    | 0.00%             | 2040-10-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      25243000 | PA      | $32021370.50   | 0.02%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       3359000 | PA      | $2148295.75    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47423000 | PA      | $57212319.48   | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JCDecaux SE                                                                     | JCDECAUX SE                    | CUSIP: BH9906505<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2886164.28    | 0.00%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2546516.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      24800000 | PA      | $27461667.98   | 0.02%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |       1700000 | PA      | $1791014.70    | 0.00%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     122000000 | PA      | $782580.40     | 0.00%             | 2027-04-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10439360.81   | 0.01%             | 2034-02-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5092832.27    | 0.00%             | 2035-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      81775000 | PA      | $51543985.61   | 0.04%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      13023000 | PA      | $14887368.95   | 0.01%             | 2079-12-31      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $2122991.20    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       3920000 | PA      | $2525139.83    | 0.00%             | 2028-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |       2400000 | PA      | $2842003.49    | 0.00%             | 2029-05-29      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     102000000 | PA      | $110487847.15  | 0.08%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1259280000 | PA      | $66216973.37   | 0.05%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       7369000 | PA      | $8347724.12    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       4185000 | PA      | $5195816.48    | 0.00%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      10000000 | PA      | $5171177.71    | 0.00%             | 2030-07-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      17647000 | PA      | $11379669.77   | 0.01%             | 2028-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      10565000 | PA      | $11916290.39   | 0.01%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11351682.75   | 0.01%             | 2027-03-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12862233.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $18759825.77   | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       2491000 | PA      | $3090360.82    | 0.00%             | 2032-12-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       4925000 | PA      | $3523311.75    | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13199900000 | PA      | $49603744.13   | 0.04%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Futures Treasury PLC                                                            | FUTURES TREASURY               | CUSIP: N/A<br>LEI: 213800T6FYNSD2IGHT50       | Long             | DBT              | CORP              | GB        |       1306000 | PA      | $1256043.86    | 0.00%             | 2044-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                       | VENTAS CANADA FI               | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |       6171000 | PA      | $4625141.95    | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |       2186000 | PA      | $2909106.29    | 0.00%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9770250000 | PA      | $57825311.16   | 0.04%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      23361000 | PA      | $19879633.07   | 0.01%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $24692014.94   | 0.02%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| McGill University Health Centre                                                 | MCGILL UNIV HEAL               | CUSIP: 580563AA2<br>LEI: 549300PTBTWUDQPGRE86 | Long             | DBT              | CORP              | CA        |        306000 | PA      | $235045.72     | 0.00%             | 2043-12-31      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      13200000 | PA      | $14273153.67   | 0.01%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4091000 | PA      | $4682600.84    | 0.00%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      80050215 | PA      | $58894146.09   | 0.04%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       1550000 | PA      | $1544472.06    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $562202.70     | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1465343.13    | 0.00%             | 2040-03-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| easyJet FinCo BV                                                                | EASYJET FINCO                  | CUSIP: N/A<br>LEI: 2138005GUMKABRAKJU30       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7950025.82    | 0.01%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                                         | BRITISH LAND                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $1106069.63    | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2448882.74    | 0.00%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      24607400 | PA      | $15892634.66   | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBE7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2211000 | PA      | $1685489.34    | 0.00%             | 2028-05-26      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                    | GUINNESS PARTNER               | CUSIP: BH8302466<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |        100000 | PA      | $60701.78      | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12604000000 | PA      | $80663170.96   | 0.06%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                        | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $6682730.33    | 0.00%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                     | RENTOKIL FINANCE               | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3646073.04    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                              | FMS WERTMANAGE                 | CUSIP: N/A<br>LEI: HZFDOR6TCRSIQLKQTX32       | Long             | DBT              | CORP              | DE        |       5400000 | PA      | $5654852.52    | 0.00%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                                                  | REN FINANCE BV                 | CUSIP: N/A<br>LEI: 54930019D5P01WQQZF17       | Long             | DBT              | CORP              | NL        |       1296000 | PA      | $1470689.16    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5189650000 | PA      | $34429200.88   | 0.03%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | KELLOGG CO                     | CUSIP: 487836BY3<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3210966.08    | 0.00%             | 2029-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co Finance BV                                                     | LDC FINANCE BV                 | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |       2100000 | PA      | $2360331.29    | 0.00%             | 2028-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      77289072 | PA      | $87658123.18   | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      11000000 | PA      | $11133476.75   | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      20126000 | PA      | $29653159.48   | 0.02%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |       3999000 | PA      | $2980726.47    | 0.00%             | 2040-03-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      40000000 | PA      | $27456609.75   | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288EJ7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2300000 | PA      | $1683425.03    | 0.00%             | 2034-12-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       7765000 | PA      | $8361435.52    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4251.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      11924000 | PA      | $8907804.83    | 0.01%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     937600000 | PA      | $32906674.78   | 0.02%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                           | IA FINANCIAL COR               | CUSIP: 45075EAC8<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1215010.38    | 0.00%             | 2032-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      18155000 | PA      | $19019359.18   | 0.01%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $96048.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1259755.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                                                    | STOREBRAND LIVSF               | CUSIP: N/A<br>LEI: 5967007LIEEXZX9TZC13       | Long             | DBT              | CORP              | NO        |       4321000 | PA      | $4506088.09    | 0.00%             | 2051-09-30      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2665198.13    | 0.00%             | 2027-12-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      13200000 | PA      | $15381027.93   | 0.01%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   30000000000 | PA      | $22242350.59   | 0.02%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $7002878.04    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1216719.95    | 0.00%             | 2029-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47379000 | PA      | $60616379.11   | 0.05%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       2439000 | PA      | $2562562.85    | 0.00%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       4547000 | PA      | $4296662.54    | 0.00%             | 2034-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAN1<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1548062.86    | 0.00%             | 2027-06-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6257190.36    | 0.00%             | 2027-03-19      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Catalyst Housing Ltd                                                            | CATALYST HOUSING               | CUSIP: AP7098381<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |       1491000 | PA      | $1259139.91    | 0.00%             | 2047-10-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                            | VW CREDIT CANADA               | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1500589.21    | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      49856000 | PA      | $51585466.45   | 0.04%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     136491000 | PA      | $138146844.19  | 0.10%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       6487000 | PA      | $6349610.19    | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      28632000 | PA      | $27635490.79   | 0.02%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |       6329000 | PA      | $6345735.01    | 0.00%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     570000000 | PA      | $82270742.54   | 0.06%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AYT Cedulas Cajas Global FTA                                                    | AYT CEDULAS CAJA               | CUSIP: N/A<br>LEI: 959800XDZEM9FGN2F384       | Long             | DBT              | CORP              | ES        |      17300000 | PA      | $20639768.66   | 0.02%             | 2027-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $5258017.18    | 0.00%             | 2032-08-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      14723000 | PA      | $19408067.42   | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                         | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |       4171000 | PA      | $4091596.45    | 0.00%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      11000000 | PA      | $12764572.61   | 0.01%             | 2031-08-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       3600000 | PA      | $4207167.78    | 0.00%             | 2034-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6720081.34    | 0.01%             | 2033-04-28      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      17079000 | PA      | $12288212.33   | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3204782.58    | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $8769608.06    | 0.01%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |       2260000 | PA      | $1369965.75    | 0.00%             | 2028-12-14      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cajamar Caja Rural SCC                                                          | CAJAMAR                        | CUSIP: N/A<br>LEI: 635400CE9HHFB55PEY43       | Long             | DBT              | CORP              | ES        |      10400000 | PA      | $12301836.08   | 0.01%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        868000 | PA      | $702543.16     | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7417700000 | PA      | $42103401.40   | 0.03%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $16610.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      29510000 | PA      | $16365288.04   | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5383600000 | PA      | $36432013.48   | 0.03%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2986900000 | PA      | $19987636.67   | 0.01%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |         50000 | PA      | $55118.33      | 0.00%             | 2056-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      26000000 | PA      | $30133047.17   | 0.02%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $12819571.64   | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3430050.10    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3995583.08    | 0.00%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       6194000 | PA      | $6696764.60    | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      33600000 | PA      | $35402712.97   | 0.03%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       2818000 | PA      | $2486232.18    | 0.00%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      15400000 | PA      | $18191133.95   | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       6007000 | PA      | $6992311.24    | 0.01%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                         | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       5000000 | PA      | $5860332.82    | 0.00%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6808921.73    | 0.01%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $3302101.42    | 0.00%             | 2029-02-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |       2906000 | PA      | $3335944.08    | 0.00%             | 2033-05-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3000000000 | PA      | $19213990.66   | 0.01%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      79667900 | PA      | $51266576.77   | 0.04%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      33757000 | PA      | $38726010.36   | 0.03%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      11155000 | PA      | $6218688.02    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      27000000 | PA      | $29443633.11   | 0.02%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GD3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       5287000 | PA      | $3633981.22    | 0.00%             | 2028-06-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      35904000 | PA      | $37440652.93   | 0.03%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       5400000 | PA      | $5897436.92    | 0.00%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |        250000 | PA      | $193323.05     | 0.00%             | 2029-01-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       2100000 | PA      | $1815440.40    | 0.00%             | 2048-02-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5912686.18    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      71918000 | PA      | $86484096.17   | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10500000 | PA      | $13272981.07   | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       1698000 | PA      | $1414578.13    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                            | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       2046000 | PA      | $2128096.26    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $1891801.32    | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                          | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3349643.02    | 0.00%             | 2028-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance II BV                                                           | DANFOSS FIN 2 BV               | CUSIP: N/A<br>LEI: 549300NZCU7GI52SSK89       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7220951.03    | 0.01%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      15700000 | PA      | $17745721.77   | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      39965000 | PA      | $30604596.05   | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       3100000 | PA      | $3258025.80    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                    | FORD CRED CANADA               | CUSIP: 34527ACS7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2225212.22    | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       9681000 | PA      | $11065315.62   | 0.01%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6409777.43    | 0.00%             | 2027-04-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      37283000 | PA      | $40049102.20   | 0.03%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6183759.97    | 0.00%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     117522000 | PA      | $149307921.21  | 0.11%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp               | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12888102.01   | 0.01%             | 2028-06-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     285000000 | PA      | $40509776.76   | 0.03%             | 2026-11-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       1100000 | PA      | $1253380.95    | 0.00%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $4214019.92    | 0.00%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666CX7<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1284000 | PA      | $837439.35     | 0.00%             | 2042-06-27      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                             | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1704258.42    | 0.00%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSW FIN SERVI               | CUSIP: BH4497385<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       7838000 | PA      | $9168424.35    | 0.01%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1229658.87    | 0.00%             | 2032-06-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       2444000 | PA      | $1708546.34    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $10258071.89   | 0.01%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      10000000 | PA      | $7806867.72    | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      14207874 | PA      | $17347488.49   | 0.01%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8401000000 | PA      | $48137152.16   | 0.04%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3178256.12    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAW4<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       2052000 | PA      | $1262016.80    | 0.00%             | 2047-09-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                     | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       2100000 | PA      | $2483545.81    | 0.00%             | 2056-05-02      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       3901000 | PA      | $4307009.92    | 0.00%             | 2030-05-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18442875.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90000000 | PA      | $104803785.53  | 0.08%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: BH5289245<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       7317000 | PA      | $8215743.47    | 0.01%             | 2032-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Artesian Finance II PLC                                                         | ARTESIAN FIN II                | CUSIP: EC9615823<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |       1495000 | PA      | $2037327.23    | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $5340237.00    | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5490000 | PA      | $3088067.75    | 0.00%             | 2031-01-27      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       4136000 | PA      | $4207198.15    | 0.00%             | 2031-09-12      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AJM9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      34910000 | PA      | $25034301.87   | 0.02%             | 2028-08-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      37997000 | PA      | $42208442.27   | 0.03%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       2000000 | PA      | $1099126.06    | 0.00%             | 2028-02-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       7509000 | PA      | $9277199.91    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10800000 | PA      | $10359483.15   | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |       4900000 | PA      | $4804027.17    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      21175000 | PA      | $23993455.11   | 0.02%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5974792.70    | 0.00%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      65958000 | PA      | $87964278.80   | 0.07%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $620621.63     | 0.00%             | 2034-07-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1156465.56    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       1004000 | PA      | $953659.86     | 0.00%             | 2036-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2352200000 | PA      | $13397057.29   | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     393950000 | PA      | $2685024.50    | 0.00%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5805059.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       2500000 | PA      | $3413940.52    | 0.00%             | 2028-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12000000000 | PA      | $77667915.13   | 0.06%             | 2026-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1824062.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5858313.95    | 0.00%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  486019000000 | PA      | $29610469.39   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854HN1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |        259000 | PA      | $217100.15     | 0.00%             | 2031-09-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6338671.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      19182000 | PA      | $17020732.24   | 0.01%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                     | ENERGIR INC                    | CUSIP: 29279YAA6<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |        963000 | PA      | $680658.19     | 0.00%             | 2027-04-16      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | DBT              | CORP              | CH        |       6355000 | PA      | $7962909.36    | 0.01%             | 2029-11-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      15000000 | PA      | $15872378.59   | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          2836 | NC      | $1306191.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                                                                  | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      10500000 | PA      | $12345973.79   | 0.01%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                   | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       1140000 | PA      | $676622.73     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      10400000 | PA      | $11780925.02   | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5710045.11    | 0.00%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      30000000 | PA      | $35122482.90   | 0.03%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      12176000 | PA      | $12349784.27   | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                | SOUTHERN HOUSING               | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $712316.84     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       5400000 | PA      | $6239287.25    | 0.00%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11613264.01   | 0.01%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SP-Kiinnitysluottopankki Oyj                                                    | SP KIINNITYSLUO                | CUSIP: N/A<br>LEI: 7437001BISR7R2A9KX89       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5901900.84    | 0.00%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3407180.20    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $9685915.88    | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      20500000 | PA      | $23893707.63   | 0.02%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3701729.78    | 0.00%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                              | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       7400000 | PA      | $8255774.11    | 0.01%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   20000000000 | PA      | $13815111.42   | 0.01%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $469323.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      40000000 | PA      | $46388507.62   | 0.03%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $15511219.56   | 0.01%             | 2053-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                            | CHANNEL LINK ENT               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       3336000 | PA      | $4084395.93    | 0.00%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAN3<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       4400000 | PA      | $2922567.49    | 0.00%             | 2030-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       6500000 | PA      | $3973315.32    | 0.00%             | 2033-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709FQ0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       1471000 | PA      | $1115765.69    | 0.00%             | 2048-06-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7442850000 | PA      | $32129138.02   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       4900000 | PA      | $5057369.81    | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       4300000 | PA      | $4462356.14    | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2150000000 | PA      | $13107898.90   | 0.01%             | 2031-03-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      50000000 | PA      | $32864754.24   | 0.02%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAR2<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       3600000 | PA      | $2690940.90    | 0.00%             | 2029-04-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     104000000 | PA      | $11367063.98   | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       7314000 | PA      | $8165629.64    | 0.01%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $13576869.16   | 0.01%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CTRL Section 1 Finance PLC                                                      | CTRL SECTION 1                 | CUSIP: ED2136700<br>LEI: 213800T8KP4APS3KNZ67 | Long             | DBT              | CORP              | GB        |         99778 | PA      | $134580.52     | 0.00%             | 2035-05-02      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                   | ML FINANCING TR                | CUSIP: 570344AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       4476154 | PA      | $3040963.39    | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |        537000 | PA      | $602128.22     | 0.00%             | 2027-08-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                          | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       1100000 | PA      | $1204370.46    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      20095000 | PA      | $23703882.40   | 0.02%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      11000000 | PA      | $13229959.57   | 0.01%             | 2035-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     225238000 | PA      | $271329975.76  | 0.20%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                        | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |        200000 | PA      | $205304.61     | 0.00%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11956581.98   | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11697257.61   | 0.01%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      20000000 | PA      | $23751311.14   | 0.02%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3727991.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8448350000 | PA      | $39037725.19   | 0.03%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                    | FORD CRED CANADA               | CUSIP: 34527ADB3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $717493.07     | 0.00%             | 2028-01-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $10810457.61   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      10694000 | PA      | $7568350.93    | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBT6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       1857000 | PA      | $2085757.07    | 0.00%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAH4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       7326000 | PA      | $5196661.84    | 0.00%             | 2029-10-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                       | CLOVER LP                      | CUSIP: 18914LAA8<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |        297458 | PA      | $212984.84     | 0.00%             | 2034-03-31      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AU1<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       4400000 | PA      | $3164364.05    | 0.00%             | 2055-12-04      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $1582827.83    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1106839000 | PA      | $34530669.18   | 0.03%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      12500000 | PA      | $14831579.10   | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                       | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       2500000 | PA      | $3339437.71    | 0.00%             | 2040-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89116C3S4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      52450000 | PA      | $37652723.95   | 0.03%             | 2031-09-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5845646.42    | 0.00%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       1464000 | PA      | $1616529.43    | 0.00%             | 2029-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       2910000 | PA      | $1964742.71    | 0.00%             | 2035-05-28      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12811548.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                      | GIVAUDAN FIN EUR               | CUSIP: BH8302235<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5561843.81    | 0.00%             | 2027-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                    | OMNICOM FIN HOL                | CUSIP: 681919BE5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5868923.52    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $4318972.72    | 0.00%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    8500000000 | PA      | $22715425.22   | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      43860000 | PA      | $48880513.66   | 0.04%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17500000000 | PA      | $65775176.82   | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $15187540.20   | 0.01%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3226039.98    | 0.00%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $21734346.44   | 0.02%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $66518293.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       6500000 | PA      | $7235072.72    | 0.01%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5634012.28    | 0.00%             | 2027-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       5635000 | PA      | $6145071.93    | 0.00%             | 2028-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9296301.61    | 0.01%             | 2034-05-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6923319.04    | 0.01%             | 2032-08-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                      | LANXESS                        | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |       6600000 | PA      | $6893377.54    | 0.01%             | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |      15000000 | PA      | $90842.29      | 0.00%             | 2031-03-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                     | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1798210.82    | 0.00%             | 2032-06-02      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $373531.09     | 0.00%             | 2035-06-20      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $3406787.32    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                 | CUSIP: AQ0259806<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |       1398000 | PA      | $1585714.97    | 0.00%             | 2027-11-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      33500000 | PA      | $33932485.89   | 0.03%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: ZR4792498<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3266733.14    | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2510692.67    | 0.00%             | 2030-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       1280000 | PA      | $823522.41     | 0.00%             | 2028-08-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      75000000 | PA      | $78471704.17   | 0.06%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     111668000 | PA      | $53855894.79   | 0.04%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5568372.32    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     900000000 | PA      | $5425876.97    | 0.00%             | 2031-05-28      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11897347.54   | 0.01%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |        957000 | PA      | $1074980.24    | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       9800000 | PA      | $9434861.14    | 0.01%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368MRF3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      16825000 | PA      | $12168000.03   | 0.01%             | 2031-06-03      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       7000000 | PA      | $8071945.65    | 0.01%             | 2035-11-26      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       5940000 | PA      | $3705928.12    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7708950000 | PA      | $30149162.71   | 0.02%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7241550.75    | 0.01%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5448907.31    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                 | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |       1200000 | PA      | $1365262.63    | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1115920.52    | 0.00%             | 2028-05-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      14000000 | PA      | $15859150.54   | 0.01%             | 2034-01-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     114500000 | PA      | $132837993.94  | 0.10%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     120032000 | PA      | $127233150.75  | 0.10%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $9641283.32    | 0.01%             | 2028-04-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       2900000 | PA      | $2878210.04    | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       3400000 | PA      | $4148142.18    | 0.00%             | 2033-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 92157WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        626000 | PA      | $405939.72     | 0.00%             | 2045-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $16776567.32   | 0.01%             | 2029-04-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     585150000 | PA      | $3926185.64    | 0.00%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      23500000 | PA      | $17747844.07   | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                                            | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1157028.74    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       5913000 | PA      | $6700347.89    | 0.01%             | 2027-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                        | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |       4750000 | PA      | $5145392.22    | 0.00%             | 2028-10-23      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      74719000 | PA      | $81958302.60   | 0.06%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7200000 | PA      | $8537911.35    | 0.01%             | 2035-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      69188356 | PA      | $68251485.34   | 0.05%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       7400000 | PA      | $8662621.17    | 0.01%             | 2031-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                        | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2380901.51    | 0.00%             | 2029-11-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3040000 | PA      | $3416794.66    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      29395000 | PA      | $20507599.74   | 0.02%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1600000000 | PA      | $10097216.79   | 0.01%             | 2034-10-31      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2130750000 | PA      | $14264792.63   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Noverco Inc                                                                     | NOVERCO INC                    | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1471942.96    | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                                       | SIEMENS ENER FIN               | CUSIP: N/A<br>LEI: 529900GXHPSHYHBLHP23       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6012747.16    | 0.00%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Original Wempi Inc                                                              | ORIGINAL WEMPI                 | CUSIP: 952637AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2674889.38    | 0.00%             | 2027-10-04      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                            | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5298878.70    | 0.00%             | 2029-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59773000 | PA      | $33453378.29   | 0.03%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6209183.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |        127000 | PA      | $30676.91      | 0.00%             | 2027-03-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     111017000 | PA      | $130594507.05  | 0.10%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                          | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       1093000 | PA      | $1131144.85    | 0.00%             | 2059-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     309056000 | PA      | $83469129.79   | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPHA Finance PLC                                                                | BPHA FINANCE                   | CUSIP: N/A<br>LEI: 213800T2EIKFAUKDRH27       | Long             | DBT              | CORP              | GB        |        987000 | PA      | $1154567.59    | 0.00%             | 2044-04-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $8608461.94    | 0.01%             | 2042-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: AQ0498693<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       3195000 | PA      | $3581798.71    | 0.00%             | 2029-11-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                 | BROOKFIELD ASSET               | CUSIP: 11257ZAF6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       2075000 | PA      | $1495463.62    | 0.00%             | 2027-03-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $9343323.27    | 0.01%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      40892000 | PA      | $35755172.46   | 0.03%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7346669.42    | 0.01%             | 2027-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121BD6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      10400000 | PA      | $7676994.45    | 0.01%             | 2027-09-23      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       4300000 | PA      | $3129230.07    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       7509000 | PA      | $9648422.69    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                            | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |       1577000 | PA      | $2138573.37    | 0.00%             | 2041-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397F24<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2359595.93    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                 | MITSUBISHI CORP                | CUSIP: EK3118339<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     800000000 | PA      | $5125367.08    | 0.00%             | 2032-06-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      38355381 | PA      | $45355835.09   | 0.03%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |       4696000 | PA      | $6368643.36    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      12500000 | PA      | $14623639.58   | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8688000 | PA      | $4874320.77    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     451239000 | PA      | $19184759.26   | 0.01%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAH1<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       8232000 | PA      | $5835623.74    | 0.00%             | 2027-10-13      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                            | MANCHESTER AGF                 | CUSIP: EK0567348<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      10004000 | PA      | $12918712.15   | 0.01%             | 2034-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                             | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5460024.94    | 0.00%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      72276000 | PA      | $44868784.39   | 0.03%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       1209000 | PA      | $1364974.50    | 0.00%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $5173635.34    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4641000 | PA      | $2974199.19    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1746987.03    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2152750000 | PA      | $14205642.58   | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      13100000 | PA      | $14038661.75   | 0.01%             | 2029-05-28      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $110056.83     | 0.00%             | 2029-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $15310890.30   | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1214854.97    | 0.00%             | 2031-01-29      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      49264000 | PA      | $64663101.24   | 0.05%             | 2034-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $15790025.73   | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5937660.65    | 0.00%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7796450000 | PA      | $34335847.08   | 0.03%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                          | NATIONAL GRID ED               | CUSIP: N/A<br>LEI: 549300RHOCSNK1FZ4116       | Long             | DBT              | CORP              | GB        |       5486000 | PA      | $5171827.87    | 0.00%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8884278.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      12000000 | PA      | $14309534.49   | 0.01%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      85639779 | PA      | $106459648.87  | 0.08%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      30000000 | PA      | $34968268.70   | 0.03%             | 2029-04-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |        265000 | PA      | $159345.91     | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       5790000 | PA      | $4088253.55    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11835582.54   | 0.01%             | 2034-01-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                              | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8481004.90    | 0.01%             | 2027-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      10546000 | PA      | $11833512.11   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    2331737960 | NS      | $2331737959.60 | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      20478000 | PA      | $22343981.00   | 0.02%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      12200000 | PA      | $14491330.23   | 0.01%             | 2029-03-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8558954.88    | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |        300000 | PA      | $388902.40     | 0.00%             | 2028-04-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      19550000 | PA      | $130263.37     | 0.00%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      53137000 | PA      | $30288219.68   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11257650000 | PA      | $39673029.50   | 0.03%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3122990.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4431510.81    | 0.00%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      57488456 | PA      | $66814289.23   | 0.05%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     105595000 | PA      | $127773971.43  | 0.10%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBQ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $982103.03     | 0.00%             | 2033-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       6957000 | PA      | $7972528.45    | 0.01%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1264880.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      17551000 | PA      | $17933012.20   | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       7189000 | PA      | $6594983.53    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1566000 | PA      | $1147594.35    | 0.00%             | 2034-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: EJ8189833<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       3000000 | PA      | $3521091.31    | 0.00%             | 2031-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |       7700000 | PA      | $8590847.52    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZAM5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1188453.42    | 0.00%             | 2036-11-20      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAT7<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $530512.21     | 0.00%             | 2040-07-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7120450000 | PA      | $31123717.51   | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       7802000 | PA      | $9847657.75    | 0.01%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                         | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      13898000 | PA      | $16412765.13   | 0.01%             | 2030-04-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                         | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1221523.55    | 0.00%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       4913000 | PA      | $6375342.45    | 0.00%             | 2079-12-31      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | DVI DT VERMOEGEN               | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2380939.55    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KQ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $8547919.12    | 0.01%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |        684000 | PA      | $421107.96     | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      18000000 | PA      | $18152659.51   | 0.01%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: EC1243194<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       1650000 | PA      | $2240535.65    | 0.00%             | 2028-12-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: 91087BBN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      10000000 | PA      | $11673546.45   | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| High Speed Rail Finance 1 PLC                                                   | HIGH SPEED RAIL                | CUSIP: N/A<br>LEI: 21380087GQQTIHCRLU65       | Long             | DBT              | CORP              | GB        |       3324000 | PA      | $4073788.50    | 0.00%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-161689.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 PLC                                                    | TESCO PROP FIN 4               | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |       2646620 | PA      | $3534555.60    | 0.00%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     140047370 | PA      | $138071956.39  | 0.10%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: AX7760868<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $4442861.98    | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       9500000 | PA      | $11692700.38   | 0.01%             | 2031-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167BM4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       8438000 | PA      | $6182326.56    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       4359000 | PA      | $4052491.83    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       2141000 | PA      | $2102356.70    | 0.00%             | 2039-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |        488000 | PA      | $259415.86     | 0.00%             | 2049-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                  | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5425333.06    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2457289.65    | 0.00%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      17000000 | PA      | $19311340.12   | 0.01%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       3000000 | PA      | $4138585.85    | 0.00%             | 2032-11-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        984000 | PA      | $642280.52     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      10000000 | PA      | $11172649.69   | 0.01%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Terega SASU                                                                     | TEREGA SAS                     | CUSIP: N/A<br>LEI: 969500D9BIKJL7H9TB80       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1098530.49    | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $16633345.66   | 0.01%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                        | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2390661.92    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9544851.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                               | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2040182.99    | 0.00%             | 2031-09-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      50782000 | PA      | $55470294.14   | 0.04%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                      | ENMAX CORP                     | CUSIP: 293365AG7<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       2557000 | PA      | $1857675.86    | 0.00%             | 2029-10-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    9000000000 | PA      | $5135929.04    | 0.00%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469TH8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       2090000 | PA      | $1529572.89    | 0.00%             | 2050-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: AU7731543<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6136551.69    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       4131000 | PA      | $5356077.74    | 0.00%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $4847912.27    | 0.00%             | 2034-03-24      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                      | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |       2900000 | PA      | $2785116.92    | 0.00%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       1475000 | PA      | $1939828.90    | 0.00%             | 2032-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |        857000 | PA      | $842013.28     | 0.00%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5971264.43    | 0.00%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $3095966.92    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BN2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2279561.51    | 0.00%             | 2030-03-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      82443000 | PA      | $92207186.20   | 0.07%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      10662000 | PA      | $10595098.13   | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       7042000 | PA      | $4867827.98    | 0.00%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       4716000 | PA      | $5929210.27    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | TERASEN GAS INC                | CUSIP: 88100BAA7<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3957332.91    | 0.00%             | 2038-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1730000 | PA      | $2024514.93    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   53000000000 | PA      | $35877553.47   | 0.03%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       2118000 | PA      | $2501984.58    | 0.00%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5876903.89    | 0.00%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      72534573 | PA      | $72172421.00   | 0.05%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15197650000 | PA      | $77915248.12   | 0.06%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2575000 | PA      | $1849004.04    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      16800000 | PA      | $19128779.23   | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5236000 | PA      | $3994371.20    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| University of Liverpool                                                         | UNI OF LIVERPOOL               | CUSIP: N/A<br>LEI: 213800FEIAW5YCVLG823       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $88135.81      | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMP TOBACCO FIN                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       3730000 | PA      | $4806894.91    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      52240000 | PA      | $16024300.36   | 0.01%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      15000000 | PA      | $17958326.51   | 0.01%             | 2032-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                           | BG ENERGY CAP                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |       3101000 | PA      | $3501141.90    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1912310.69    | 0.00%             | 2029-06-08      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $47260.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9593323.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1910886.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $7987306.21    | 0.01%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3044742.07    | 0.00%             | 2033-09-12      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9526602.93    | 0.01%             | 2030-01-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                                          | K+S AG                         | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7192718.25    | 0.01%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAD8<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |        975000 | PA      | $818931.87     | 0.00%             | 2033-03-21      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |       1184000 | PA      | $1148442.71    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11702799.79   | 0.01%             | 2028-08-12      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      45500000 | PA      | $5775783.37    | 0.00%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                            | CORDELIO AMALCO                | CUSIP: 218493AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1164483 | PA      | $828022.97     | 0.00%             | 2034-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       7229000 | PA      | $7212411.64    | 0.01%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  300000000000 | PA      | $19300168.97   | 0.01%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZAY5<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1744024.08    | 0.00%             | 2041-12-02      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                               | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3562369.55    | 0.00%             | 2030-06-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAV7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2400000 | PA      | $1722556.77    | 0.00%             | 2052-09-02      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12440505.75   | 0.01%             | 2027-10-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |       4637000 | PA      | $4889436.71    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAC7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |        652000 | PA      | $514970.38     | 0.00%             | 2040-05-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5375165.50    | 0.00%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      30907000 | PA      | $20417368.48   | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                    | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |        890000 | PA      | $540985.94     | 0.00%             | 2029-11-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1475000 | PA      | $1886908.34    | 0.00%             | 2026-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6602036.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                    | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |         54000 | PA      | $67733.74      | 0.00%             | 2040-07-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      74319000 | PA      | $63921736.21   | 0.05%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1421680000 | PA      | $76735596.01   | 0.06%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |       3500000 | PA      | $2417784.68    | 0.00%             | 2032-03-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |        235000 | PA      | $179981.23     | 0.00%             | 2042-06-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      44666557 | PA      | $51518765.98   | 0.04%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   94950000000 | PA      | $62099665.84   | 0.05%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10457205.45   | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       5000000 | PA      | $5950028.59    | 0.00%             | 2030-01-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      12050000 | PA      | $8777179.45    | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-413911.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CQ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       3200000 | PA      | $1933570.03    | 0.00%             | 2048-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1053037.43    | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $131057.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                               | GIBSON ENERGY                  | CUSIP: 37482ZAC5<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       1311000 | PA      | $931204.92     | 0.00%             | 2027-07-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       5330000 | PA      | $3805179.17    | 0.00%             | 2031-01-13      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4181000 | PA      | $5494051.36    | 0.00%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18680350000 | PA      | $94282130.13   | 0.07%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      14000000 | PA      | $16410895.77   | 0.01%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: 458182EK4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       5400000 | PA      | $3925395.93    | 0.00%             | 2028-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |        502000 | PA      | $403037.39     | 0.00%             | 2046-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CG5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1293430.25    | 0.00%             | 2045-09-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  187925000000 | PA      | $12975464.13   | 0.01%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |       6700000 | PA      | $7918826.88    | 0.01%             | 2028-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $1010784.77    | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       8545000 | PA      | $8057559.37    | 0.01%             | 2033-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       3100000 | PA      | $3528249.84    | 0.00%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       9369000 | PA      | $10329366.62   | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |         46096 | PA      | $7226.72       | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      21473000 | PA      | $24919705.03   | 0.02%             | 2029-09-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      21536000 | PA      | $25845950.44   | 0.02%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12014950000 | PA      | $45682997.93   | 0.03%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       8521000 | PA      | $10845038.33   | 0.01%             | 2028-06-09      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Norfina Ltd                                                                     | NORFINA LTD                    | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |      14050000 | PA      | $9249301.95    | 0.01%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       5486000 | PA      | $3856884.67    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     140982000 | PA      | $125097941.77  | 0.09%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $22305214.36   | 0.02%             | 2079-12-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       8000000 | PA      | $9381767.16    | 0.01%             | 2029-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       1491000 | PA      | $1979193.70    | 0.00%             | 2027-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $3789612.14    | 0.00%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     868300000 | PA      | $5301343.08    | 0.00%             | 2030-12-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     520000000 | PA      | $3191380.13    | 0.00%             | 2035-09-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27813.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       5795000 | PA      | $3668702.72    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       1850000 | PA      | $1980316.46    | 0.00%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      12000000 | PA      | $7973072.42    | 0.01%             | 2029-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       1274000 | PA      | $1286412.00    | 0.00%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6079600000 | PA      | $37235520.31   | 0.03%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   55000000000 | PA      | $38479050.01   | 0.03%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                     | INVESTOR AB                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |       4500000 | PA      | $3872930.82    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2350000 | PA      | $2911121.87    | 0.00%             | 2036-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                          | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       2141000 | PA      | $1329521.37    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: ZS7766299<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      13300000 | PA      | $14552867.40   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       6100000 | PA      | $6591699.24    | 0.00%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       7314000 | PA      | $6834727.06    | 0.01%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: BVN1ANDT5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      10000000 | PA      | $66735.76      | 0.00%             | 2031-06-27      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Terega SA                                                                       | TEREGA SA                      | CUSIP: N/A<br>LEI: 969500Y0L922VYT3UI51       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2596497.56    | 0.00%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   34400000000 | PA      | $20542924.27   | 0.02%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3625537.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       1815000 | PA      | $1702622.97    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA REP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       1455000 | PA      | $1685410.86    | 0.00%             | 2027-03-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAQ4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4337840.22    | 0.00%             | 2027-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |       3776000 | PA      | $4218549.66    | 0.00%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       9508000 | PA      | $9417086.32    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: AL0887862<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       6953000 | PA      | $7892435.51    | 0.01%             | 2026-11-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      11000000 | PA      | $4370067.06    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |       3459000 | PA      | $3872554.49    | 0.00%             | 2027-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1899170000 | PA      | $96454651.58   | 0.07%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      11200000 | PA      | $13060095.21   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 391906AH7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       5109000 | PA      | $3540711.30    | 0.00%             | 2028-05-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1813567.09    | 0.00%             | 2032-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: QZ9977062<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       4500000 | PA      | $4099767.51    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      80136000 | PA      | $91138939.58   | 0.07%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       2900000 | PA      | $3323871.20    | 0.00%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3198293.04    | 0.00%             | 2030-11-29      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10267195.93   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                          | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1500000000 | PA      | $9286069.69    | 0.01%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      55000000 | PA      | $62445609.33   | 0.05%             | 2034-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     100647000 | PA      | $33422807.33   | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      25500000 | PA      | $26910385.15   | 0.02%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $7363959.98    | 0.01%             | 2028-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                               | LLOYDS BANK                    | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5915594.32    | 0.00%             | 2027-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   99952000000 | PA      | $72371379.47   | 0.05%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     311753000 | PA      | $45430899.36   | 0.03%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16500000 | PA      | $19295130.80   | 0.01%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      13582000 | PA      | $15662081.22   | 0.01%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |       3300000 | PA      | $3864526.00    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                         | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       3000000 | PA      | $2886576.12    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2796499.06    | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       4900000 | PA      | $7044937.78    | 0.01%             | 2038-07-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       3132000 | PA      | $2809863.92    | 0.00%             | 2037-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9719450000 | PA      | $35555704.48   | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3523517.40    | 0.00%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     150000000 | PA      | $31464633.48   | 0.02%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10125200000 | PA      | $38593634.38   | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  710361000000 | PA      | $44255225.46   | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                        | GLOBAL SWITCH                  | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $3046824.70    | 0.00%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Funding PLC                                                        | METROPOLITAN FNG               | CUSIP: N/A<br>LEI: 213800LCRSEF1I4UB827       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $1016431.81    | 0.00%             | 2048-04-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: EG4262457<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5985712.90    | 0.00%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      25000000 | PA      | $28841269.71   | 0.02%             | 2032-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       1087000 | PA      | $767282.11     | 0.00%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                  | AMPLIUS LIVING                 | CUSIP: AS4423412<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |       2603000 | PA      | $2428419.15    | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     119000000 | PA      | $762710.39     | 0.00%             | 2027-07-23      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BW3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       3077000 | PA      | $4228799.80    | 0.00%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6390465.36    | 0.00%             | 2028-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      17500000 | PA      | $11620430.94   | 0.01%             | 2036-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       6000000 | PA      | $7082931.79    | 0.01%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       6110000 | PA      | $6551986.66    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                         | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |       2590000 | PA      | $3281058.41    | 0.00%             | 2063-12-19      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                       | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |       3200000 | PA      | $3409645.47    | 0.00%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                    | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |       4920000 | PA      | $2721353.49    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4970311.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      75899000 | PA      | $20032286.34   | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16505000 | PA      | $11225020.43   | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FINANCE                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $8597825.18    | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      53829000 | PA      | $37055084.54   | 0.03%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| University College London                                                       | UNIVERSITY COLLE               | CUSIP: N/A<br>LEI: 549300LJ07V1C502IZ32       | Long             | DBT              | CORP              | GB        |       2200000 | PA      | $1144729.82    | 0.00%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: 268317BG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $3578195.07    | 0.00%             | 2035-02-06      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       3200000 | PA      | $391249.28     | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       5200000 | PA      | $4679280.15    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      63176000 | PA      | $16264549.57   | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       6850000 | PA      | $5113173.48    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      12348000 | PA      | $13850946.84   | 0.01%             | 2027-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      22000000 | PA      | $21661918.06   | 0.02%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6560331.64    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7980552.37    | 0.01%             | 2027-04-08      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2555755.24    | 0.00%             | 2027-12-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       3948000 | PA      | $4069457.63    | 0.00%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                             | GENWORTH MI CAN                | CUSIP: 37252BAD4<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |        908000 | PA      | $647527.23     | 0.00%             | 2027-03-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      16589000 | PA      | $18863089.97   | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       8600000 | PA      | $9247423.18    | 0.01%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      35242000 | PA      | $33033827.14   | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      24100000 | PA      | $17569842.49   | 0.01%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      10432000 | PA      | $6729798.31    | 0.01%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     104726000 | PA      | $76239460.24   | 0.06%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       7299000 | PA      | $8009478.15    | 0.01%             | 2028-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7240600000 | PA      | $45511425.34   | 0.03%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8054039.12    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      87560000 | PA      | $98821448.55   | 0.07%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      12000000 | PA      | $13621958.44   | 0.01%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       4614000 | PA      | $6195991.09    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  300000000000 | PA      | $18923186.41   | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       6900000 | PA      | $7516693.77    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $2983101.36    | 0.00%             | 2035-01-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Oberoesterreich AG                                         | RAIFF LB OBEROST               | CUSIP: N/A<br>LEI: I6SS27Q1Q3385V753S50       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $9450599.95    | 0.01%             | 2027-12-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIASONERA AB                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       1100000 | PA      | $1092119.65    | 0.00%             | 2035-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                 | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |       3913000 | PA      | $4321738.25    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5133211.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     254165000 | PA      | $303445968.32  | 0.23%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      15000000 | PA      | $10326733.45   | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $2877124.00    | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     542457000 | PA      | $47808904.19   | 0.04%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      22235000 | PA      | $13748455.17   | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBV4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2115730.16    | 0.00%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      50000000 | PA      | $57651631.12   | 0.04%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       4913000 | PA      | $5147529.06    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      10985000 | PA      | $11202268.67   | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       9098000 | PA      | $6545495.79    | 0.00%             | 2028-03-16      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3623170.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11488400000 | PA      | $71542190.20   | 0.05%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING               | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8052245.48    | 0.01%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      11140000 | PA      | $7941783.88    | 0.01%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-185518.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                           | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $3571866.91    | 0.00%             | 2038-10-11      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                           | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6060316.87    | 0.00%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      40914000 | PA      | $25701028.08   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2427202.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11013381.11   | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                       | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |      17673000 | PA      | $18967339.28   | 0.01%             | 2052-09-03      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       7033000 | PA      | $7682683.84    | 0.01%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      48452000 | PA      | $38248241.83   | 0.03%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      36740000 | PA      | $3777307.84    | 0.00%             | 2028-05-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE                 | CUSIP: 45833VAJ8<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       3057000 | PA      | $2479587.39    | 0.00%             | 2034-02-09      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      19600000 | PA      | $14494252.93   | 0.01%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Bridging North America GP                                                       | BRIDGING NA GP                 | CUSIP: 108780AB3<br>LEI: 5493009WN5XYV6UQLC09 | Long             | DBT              | CORP              | CA        |        614376 | PA      | $384370.39     | 0.00%             | 2053-08-31      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $14381450.40   | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAL0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2283435.39    | 0.00%             | 2028-10-06      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     100571257 | PA      | $104146845.29  | 0.08%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2800000 | PA      | $2126013.42    | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       4500000 | PA      | $2283188.54    | 0.00%             | 2051-01-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     105285000 | PA      | $27041114.82   | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       3900000 | PA      | $4111693.43    | 0.00%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                                         | BROADGATE FINANC               | CUSIP: N/A<br>LEI: 213800FFPA11956QDF26       | Long             | DBT              | CORP              | GB        |       2599400 | PA      | $3401583.73    | 0.00%             | 2031-10-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                | NORTHERN PWRGRID               | CUSIP: ED9245900<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |        742000 | PA      | $971209.98     | 0.00%             | 2035-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                    | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $1372938.68    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      17000000 | PA      | $20897653.55   | 0.02%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $18204508.36   | 0.01%             | 2034-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: AR7645518<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      10755000 | PA      | $12000880.95   | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3623000 | PA      | $4138628.31    | 0.00%             | 2031-02-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7112446.78    | 0.01%             | 2027-07-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11861816.85   | 0.01%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      17700000 | PA      | $21700366.97   | 0.02%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                             | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |      10000000 | PA      | $11586053.40   | 0.01%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $15367080.20   | 0.01%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                     | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3385085.04    | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                            | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |        100000 | PA      | $107058.33     | 0.00%             | 2029-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6745625.67    | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       7314000 | PA      | $7770964.19    | 0.01%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: ZS7516140<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5325304.17    | 0.00%             | 2031-05-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5171688.96    | 0.00%             | 2033-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11943635.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                   | NFLAB HYDRO                    | CUSIP: 651329BE3<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |       1771000 | PA      | $1088803.93    | 0.00%             | 2045-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                      | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1173733.41    | 0.00%             | 2031-06-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16759000 | PA      | $18405906.72   | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     123620000 | PA      | $88234624.44   | 0.07%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      15400000 | PA      | $17424487.08   | 0.01%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     122558000 | PA      | $83995611.53   | 0.06%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       2600000 | PA      | $1807621.10    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      22796315 | PA      | $18541897.65   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       5072000 | PA      | $7047805.82    | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      55500000 | PA      | $35241668.96   | 0.03%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      70256000 | PA      | $74882396.38   | 0.06%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     274508314 | PA      | $145343167.11  | 0.11%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                    | MERCIALYS                      | CUSIP: N/A<br>LEI: 969500081CGAXB7YS433       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1818955.56    | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOILHYDRO                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       4302000 | PA      | $5960155.56    | 0.00%             | 2028-11-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                  | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |       9771000 | PA      | $11060901.38   | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     143229000 | PA      | $95850260.15   | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $14713027.60   | 0.01%             | 2029-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       2155000 | PA      | $2739632.24    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $6371300.18    | 0.00%             | 2029-04-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      22900000 | PA      | $21878922.47   | 0.02%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $13519633.45   | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |        528000 | PA      | $292155.68     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      45542000 | PA      | $50494167.43   | 0.04%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                          | EDP SA                         | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       8200000 | PA      | $9361065.69    | 0.01%             | 2027-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    2091280000 | PA      | $109885487.85  | 0.08%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      18590000 | PA      | $21624687.87   | 0.02%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2614424.85    | 0.00%             | 2030-02-12      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $12408392.91   | 0.01%             | 2030-04-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell Bank International DAC                                                     | DELL BANK INTERN               | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |      12500000 | PA      | $14158432.90   | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       7096000 | PA      | $4224809.30    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       4501000 | PA      | $4463568.54    | 0.00%             | 2035-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      20400000 | PA      | $21014274.28   | 0.02%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8100000 | PA      | $11164674.10   | 0.01%             | 2030-12-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                    | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |       8000000 | PA      | $9472094.57    | 0.01%             | 2027-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $8731535.99    | 0.01%             | 2028-01-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      20936000 | PA      | $15242551.42   | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                             | SAGEN MI CANADA                | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1223787.09    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $5598644.67    | 0.00%             | 2051-06-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      33963000 | PA      | $34818716.36   | 0.03%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2379930.61    | 0.00%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      12190000 | PA      | $12394045.78   | 0.01%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                                          | WHITECAP RESOURC               | CUSIP: 92340VAC1<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2302518.34    | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 55 Ontario School Board Trust/The                                               | 55 SCHOOL BRD TR               | CUSIP: 31680PAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2520000 | PA      | $2069201.64    | 0.00%             | 2033-06-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1567000 | PA      | $1011162.63    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      75013000 | PA      | $31656017.58   | 0.02%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4000000 | PA      | $2375114.45    | 0.00%             | 2028-02-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |        110000 | PA      | $70559.00      | 0.00%             | 2028-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4498300000 | PA      | $27090895.72   | 0.02%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4788029.96    | 0.00%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6356900000 | PA      | $42825574.43   | 0.03%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      70669000 | PA      | $36696456.99   | 0.03%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       3500000 | PA      | $4010337.43    | 0.00%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       7533000 | PA      | $7517695.50    | 0.01%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa SA                                                               | CRITERIA CAIXA                 | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |       3300000 | PA      | $3684062.63    | 0.00%             | 2027-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2162326.55    | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5107335.25    | 0.00%             | 2030-01-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     750000000 | PA      | $4612386.61    | 0.00%             | 2033-11-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1224009.32    | 0.00%             | 2028-11-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       2900000 | PA      | $3459107.21    | 0.00%             | 2028-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-220446.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                             | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |      25000000 | PA      | $30774632.71   | 0.02%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                    | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       3771000 | PA      | $3725185.95    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |        850000 | PA      | $667068.10     | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2910869.61    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5880693.80    | 0.00%             | 2034-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13323179.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $112907.39     | 0.00%             | 2027-01-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3542000 | PA      | $3416394.96    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       1800000 | PA      | $2019310.05    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BP2<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       4408000 | PA      | $4398147.67    | 0.00%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     128925000 | PA      | $33799788.62   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       3400000 | PA      | $2458701.19    | 0.00%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      40895000 | PA      | $55059765.62   | 0.04%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       7300000 | PA      | $8878187.90    | 0.01%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7883.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                                                         | HYPO VORARLBERG                | CUSIP: N/A<br>LEI: NS54DT27LJMDYN1YFP35       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $5836849.30    | 0.00%             | 2027-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      15500000 | PA      | $18108075.47   | 0.01%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      24000000 | PA      | $28065653.10   | 0.02%             | 2027-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                              | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2331237.51    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5495565.76    | 0.00%             | 2028-02-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                    | NORTHERN COUR                  | CUSIP: 66509CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1139586 | PA      | $782072.84     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7053959.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1437936.19    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18550050000 | PA      | $55657396.21   | 0.04%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1102892.45    | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3535000 | PA      | $3798717.42    | 0.00%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2501000 | PA      | $1848335.38    | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       6097000 | PA      | $5270320.24    | 0.00%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       7302000 | PA      | $8088424.92    | 0.01%             | 2030-05-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      67998000 | PA      | $42096731.76   | 0.03%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     180000000 | PA      | $18478512.67   | 0.01%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     108000000 | PA      | $66735829.92   | 0.05%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     210000000 | PA      | $247219408.09  | 0.18%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      17899000 | PA      | $15140533.46   | 0.01%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4262726.29    | 0.00%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7500000 | PA      | $10517957.62   | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      60000000 | PA      | $73541934.56   | 0.05%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      34000000 | PA      | $34208891.08   | 0.03%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       8520000 | PA      | $4985450.75    | 0.00%             | 2030-12-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     780000000 | PA      | $4893917.19    | 0.00%             | 2029-02-22      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                           | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       6500000 | PA      | $4419685.79    | 0.00%             | 2034-11-27      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3060000 | PA      | $2203443.92    | 0.00%             | 2037-09-13      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                          | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       1810000 | PA      | $2005128.41    | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| University of Technology Sydney                                                 | UNI OF TECH/SYD                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |         80000 | PA      | $51961.56      | 0.00%             | 2027-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       1100000 | PA      | $713594.98     | 0.00%             | 2028-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       7369000 | PA      | $7427580.58    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $2930393.93    | 0.00%             | 2030-10-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $450091.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $11105714.20   | 0.01%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       5000000 | PA      | $6002758.29    | 0.00%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6051051.45    | 0.00%             | 2032-02-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardiff University                                                              | CARDIFF UNI                    | CUSIP: N/A<br>LEI: 549300OORZW54UVPSL54       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $799516.69     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                          | CANADIAN UTILITI               | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |       2350000 | PA      | $1688756.19    | 0.00%             | 2055-12-22      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                             | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9365113.89    | 0.01%             | 2036-11-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9465300000 | PA      | $59796865.38   | 0.04%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-828007.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $10767928.90   | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $461492.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     356177000 | PA      | $423826678.66  | 0.32%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1503450.29    | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nerval SAS                                                                      | NERVAL SAS                     | CUSIP: N/A<br>LEI: 969500J6JIKQCN6GP325       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3429335.74    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      17645000 | PA      | $13740229.76   | 0.01%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      35555000 | PA      | $41798212.53   | 0.03%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAH8<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1109214.72    | 0.00%             | 2038-04-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       9047000 | PA      | $10136035.16   | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      54230800 | PA      | $30006245.54   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12280986.31   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       6800000 | PA      | $7943595.39    | 0.01%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      15800000 | PA      | $17942836.05   | 0.01%             | 2027-02-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4560503.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12347874.40   | 0.01%             | 2033-08-16      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2358725.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      12696000 | PA      | $8161627.42    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     138944000 | PA      | $164309897.08  | 0.12%             | 2028-10-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7272755.96    | 0.01%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      60000000 | PA      | $70684747.90   | 0.05%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7269000 | PA      | $7467542.98    | 0.01%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1750000000 | PA      | $10617897.61   | 0.01%             | 2034-04-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      16300000 | PA      | $18791624.79   | 0.01%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      22026000 | PA      | $24210122.41   | 0.02%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      15455000 | PA      | $18131559.60   | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      11500000 | PA      | $12985889.78   | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      50000000 | PA      | $9718230.65    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3694090.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd Co                                         | KERRY GROUP FIN                | CUSIP: N/A<br>LEI: 635400SE9OHFJ8SLDG45       | Long             | DBT              | CORP              | IE        |       7000000 | PA      | $8092468.01    | 0.01%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7117350000 | PA      | $47475684.87   | 0.04%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      17725000 | PA      | $19993903.22   | 0.01%             | 2028-01-14      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4600000 | PA      | $4958395.19    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     206590000 | PA      | $12745830.48   | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      13940000 | PA      | $16034507.63   | 0.01%             | 2027-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      18276000 | PA      | $14436185.75   | 0.01%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7691163.86    | 0.01%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8455237.30    | 0.01%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAH1<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1766454.28    | 0.00%             | 2027-12-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |       8200000 | PA      | $8861278.98    | 0.01%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  190000000000 | PA      | $133058810.32  | 0.10%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     682650000 | PA      | $4550766.56    | 0.00%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |        977000 | PA      | $742172.96     | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11984665.14   | 0.01%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4504049.12    | 0.00%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REAL E               | CUSIP: 31890BAC7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1526044.70    | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: AX3104962<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      12315000 | PA      | $15309046.98   | 0.01%             | 2029-04-09      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3374709.36    | 0.00%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      14425000 | PA      | $18364179.88   | 0.01%             | 2027-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11621318.72   | 0.01%             | 2031-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      61350000 | PA      | $17803252.89   | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4452827.14    | 0.00%             | 2028-05-25      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2366534.19    | 0.00%             | 2028-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3073190.63    | 0.00%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      13500000 | PA      | $14932395.86   | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3300000 | PA      | $2408064.03    | 0.00%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27813.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      10700000 | PA      | $12744434.99   | 0.01%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        150000 | PA      | $94602.36      | 0.00%             | 2043-02-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       1579000 | PA      | $2177629.11    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                                    | SK HYNIX INC                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    4940000000 | PA      | $3557143.95    | 0.00%             | 2028-02-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $13862931.93   | 0.01%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-20888.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                        | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       3200000 | PA      | $3352384.03    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $3910067.14    | 0.00%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      41212000 | PA      | $20246460.41   | 0.02%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |       4075000 | PA      | $4718647.42    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |        990000 | PA      | $628837.21     | 0.00%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6339000 | PA      | $7144802.07    | 0.01%             | 2027-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     241600000 | PA      | $1544282.24    | 0.00%             | 2027-06-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                      | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       4000000 | PA      | $4941245.28    | 0.00%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $9490120.32    | 0.01%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      29000000 | PA      | $32997116.07   | 0.02%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |        933000 | PA      | $701273.88     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      27236000 | PA      | $21133584.65   | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16767000 | PA      | $18959645.61   | 0.01%             | 2026-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7883.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     707050000 | PA      | $4923752.87    | 0.00%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7585000 | PA      | $5172855.89    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      26500000 | PA      | $29931795.91   | 0.02%             | 2027-03-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      20500000 | PA      | $23278215.66   | 0.02%             | 2027-04-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  674148000000 | PA      | $46827568.65   | 0.04%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      14488000 | PA      | $17605719.07   | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $47260.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      13000000 | PA      | $15980713.02   | 0.01%             | 2030-06-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   15000000000 | PA      | $10420967.19   | 0.01%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAU5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3900000 | PA      | $2824927.48    | 0.00%             | 2030-10-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                            | CRELAN HOME LOAN               | CUSIP: N/A<br>LEI: CVRWQDHDBEPUUVU2FD09       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $7851966.47    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       6300000 | PA      | $7757669.16    | 0.01%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |        100000 | PA      | $112975.22     | 0.00%             | 2027-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2713853.79    | 0.00%             | 2027-11-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       2500000 | PA      | $2911824.58    | 0.00%             | 2029-05-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Switch Holdings Ltd                                                      | SWITCH HOLDINGS                | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |        100000 | PA      | $114264.78     | 0.00%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2232000 | PA      | $1398479.97    | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       8078000 | PA      | $8017755.31    | 0.01%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |       4169000 | PA      | $4491442.21    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      12020000 | PA      | $7506280.80    | 0.01%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: BVN110671<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       1414000 | PA      | $1808304.99    | 0.00%             | 2040-07-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      10079000 | PA      | $11432942.97   | 0.01%             | 2027-04-05      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3840375.71    | 0.00%             | 2027-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      11970000 | PA      | $9528801.90    | 0.01%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       8740000 | PA      | $6478118.78    | 0.00%             | 2035-10-17      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       8500000 | PA      | $10117157.02   | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AN8<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      10890000 | PA      | $12409926.25   | 0.01%             | 2026-11-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13302000000 | PA      | $82700444.15   | 0.06%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      25059000 | PA      | $25416194.28   | 0.02%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bausparkasse Schwaebisch Hall AG                                                | BAUSPARK SCHWAEB               | CUSIP: N/A<br>LEI: 529900JZXXU699FCKK89       | Long             | DBT              | CORP              | DE        |      23100000 | PA      | $24784731.24   | 0.02%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |       2457000 | PA      | $2817875.97    | 0.00%             | 2026-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8517615.26    | 0.01%             | 2032-09-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      14500000 | PA      | $10418282.31   | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       2700000 | PA      | $2850873.24    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     537750000 | PA      | $19294091.98   | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |       3465000 | PA      | $4015072.34    | 0.00%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $748965.54     | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9451961.93    | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | CHUBB INA HLDGS                | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       9175000 | PA      | $9277265.71    | 0.01%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8332511.04    | 0.01%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      17800000 | PA      | $20018792.53   | 0.01%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                            | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |       3128000 | PA      | $3829181.07    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $8240561.42    | 0.01%             | 2032-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                       | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |       4005000 | PA      | $4340977.09    | 0.00%             | 2029-01-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   24585000000 | PA      | $26740315.87   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6021751.08    | 0.00%             | 2035-01-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $330072.32     | 0.00%             | 2027-04-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      10000000 | PA      | $6592240.92    | 0.00%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: AU4570282<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $2785578.98    | 0.00%             | 2033-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      48000000 | PA      | $56451921.81   | 0.04%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1347000 | PA      | $968318.83     | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6132438.74    | 0.00%             | 2033-02-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      14628000 | PA      | $15117086.01   | 0.01%             | 2033-04-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       8000000 | PA      | $7726998.06    | 0.01%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      13952000 | PA      | $15746547.42   | 0.01%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2439000 | PA      | $1951126.91    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      16000000 | PA      | $17897427.98   | 0.01%             | 2027-02-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                     | BARRY CALLE SVCS               | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |       7000000 | PA      | $8301930.80    | 0.01%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                         | MANULIFE BK CAN                | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       6782000 | PA      | $4840461.68    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       3112000 | PA      | $2203918.38    | 0.00%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1903579.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $21287185.46   | 0.02%             | 2038-04-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10790000 | PA      | $6873525.20    | 0.01%             | 2029-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |        146000 | PA      | $105182.88     | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4665000 | PA      | $6577040.76    | 0.00%             | 2034-10-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: EC3941787<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       4876000 | PA      | $6756501.46    | 0.01%             | 2032-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Knab NV                                                                         | KNAB NV                        | CUSIP: N/A<br>LEI: 549300772D1G8JPIUR96       | Long             | DBT              | CORP              | NL        |       1300000 | PA      | $1460135.08    | 0.00%             | 2027-06-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $13933893.78   | 0.01%             | 2035-04-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      38873000 | PA      | $31508872.13   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      37000000 | PA      | $21264157.18   | 0.02%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      14627000 | PA      | $17104126.25   | 0.01%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       2200000 | PA      | $2548885.09    | 0.00%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      25800000 | PA      | $25669344.46   | 0.02%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Trillium M Project Co General Partnership                                       | TRILLIUM M PROJ                | CUSIP: 89624QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1122069.62    | 0.00%             | 2062-10-31      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-430055.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      47576000 | PA      | $12258858.39   | 0.01%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: EH6872624<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |        400000 | PA      | $574593.21     | 0.00%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |         48000 | PA      | $71838.84      | 0.00%             | 2030-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     395249000 | PA      | $524610931.23  | 0.39%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      12700000 | PA      | $10202130.80   | 0.01%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $605472.60     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                           | GILDAN ACTIVEWEA               | CUSIP: 375916AA1<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4264001.78    | 0.00%             | 2029-11-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      26737000 | PA      | $29962019.68   | 0.02%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $416337.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1158218.64    | 0.00%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                       | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3054483.81    | 0.00%             | 2033-11-02      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     251570000 | PA      | $11453241.29   | 0.01%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11834908.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       5550000 | PA      | $6580096.32    | 0.00%             | 2043-03-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $13304339.54   | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     250000000 | PA      | $1494497.27    | 0.00%             | 2032-08-25      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1547000 | PA      | $1804378.74    | 0.00%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23119675.04   | 0.02%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     127100000 | PA      | $34112294.32   | 0.03%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      71697640 | PA      | $82914735.72   | 0.06%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      14038000 | PA      | $16290413.85   | 0.01%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                 | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |       2457000 | PA      | $2233059.01    | 0.00%             | 2039-06-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW FINANCE                | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |       9941000 | PA      | $12005294.71   | 0.01%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                              | LABRADOR-ISLAND                | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       3339000 | PA      | $2197928.56    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10862898.73   | 0.01%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                               | INTERCONT                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2545886.87    | 0.00%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5300000 | PA      | $4404897.79    | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       6292000 | PA      | $4465843.17    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      11992000 | PA      | $13857994.32   | 0.01%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      16789000 | PA      | $18707541.59   | 0.01%             | 2028-08-24      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     217737000 | PA      | $6768278.72    | 0.01%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVA               | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5699808.43    | 0.00%             | 2026-11-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     111475000 | PA      | $83143508.14   | 0.06%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      27000000 | PA      | $30457389.64   | 0.02%             | 2027-02-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                             | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1467243.14    | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                      | DREAM SUMMIT IND               | CUSIP: 26154EAF5<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       1195000 | PA      | $874879.73     | 0.00%             | 2031-02-12      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAE0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1233520.66    | 0.00%             | 2036-02-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       9752000 | PA      | $10933953.65   | 0.01%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                               | CIMIC FINANCE LT               | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |       3200000 | PA      | $3445640.24    | 0.00%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-333583.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       5544000 | PA      | $3753760.56    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       4065000 | PA      | $2994537.40    | 0.00%             | 2033-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      72561000 | PA      | $77454819.03   | 0.06%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       3200000 | PA      | $2185112.77    | 0.00%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       5365000 | PA      | $5494542.99    | 0.00%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6597.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5733111.95    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087VW1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       2497000 | PA      | $1933937.23    | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12754868.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | REALKREDIT DNMRK               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |     250000000 | PA      | $37198157.11   | 0.03%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      17000000 | PA      | $10277046.37   | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                    | CUSIP: N/A<br>LEI: QXZYQNMR4JZ5RIRN4T31       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9627744.75    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       3241000 | PA      | $2221307.75    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: EJ8924148<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       3600000 | PA      | $4213754.76    | 0.00%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $43998.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                | ELIA SYSTEM OP                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |       1300000 | PA      | $1457027.15    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $27533351.23   | 0.02%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       8733000 | PA      | $4814469.32    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       7091000 | PA      | $3887341.70    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   60000000000 | PA      | $41808985.44   | 0.03%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10454000 | PA      | $6744967.55    | 0.01%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      41200000 | PA      | $46500790.03   | 0.03%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12909946.14   | 0.01%             | 2035-09-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $47260.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12478417.78   | 0.01%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9578316.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642869AA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3765000 | PA      | $2847006.54    | 0.00%             | 2041-06-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      16052000 | PA      | $17462255.66   | 0.01%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8409000 | PA      | $3743420.84    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       8913000 | PA      | $8572619.17    | 0.01%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6089595.09    | 0.00%             | 2035-01-31      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21398000 | PA      | $17747008.87   | 0.01%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      17249000 | PA      | $20527257.58   | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      18540000 | PA      | $12921354.88   | 0.01%             | 2029-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      14234000 | PA      | $10166568.15   | 0.01%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                       | EMERA INC                      | CUSIP: 290876AE1<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1494501.59    | 0.00%             | 2030-05-02      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      50200000 | PA      | $50241817.61   | 0.04%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $10367901.14   | 0.01%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      17800000 | PA      | $20410128.84   | 0.02%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AHU3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7302880.47    | 0.01%             | 2026-12-07      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |        642000 | PA      | $718297.92     | 0.00%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                     | GAZ METRO INC                  | CUSIP: 368271BB7<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |       1227000 | PA      | $740242.35     | 0.00%             | 2047-05-16      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | TERASEN GAS INC                | CUSIP: 88078ZAC8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1294508.09    | 0.00%             | 2035-02-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13358728.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2544579.07    | 0.00%             | 2028-08-31      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312AX4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6629032.95    | 0.00%             | 2028-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5745555.96    | 0.00%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $2486250.61    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       6700000 | PA      | $6926203.37    | 0.01%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |        687000 | PA      | $746095.48     | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-169455.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: EK0407552<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       3400000 | PA      | $4038862.15    | 0.00%             | 2029-01-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |       5852000 | PA      | $6063811.44    | 0.00%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      25000000 | PA      | $17856915.97   | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       7314000 | PA      | $8226018.03    | 0.01%             | 2027-05-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                               | WESSEX WATER FIN               | CUSIP: ED8391200<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |        316000 | PA      | $421061.17     | 0.00%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2491000 | PA      | $1968460.47    | 0.00%             | 2036-05-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       1650000 | PA      | $1135019.72    | 0.00%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR               | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |       1100000 | PA      | $1140075.75    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CD2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1655778.49    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                         | TOROMONT INDS                  | CUSIP: 891102AE5<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |       2277000 | PA      | $1646434.57    | 0.00%             | 2027-10-27      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $6657241.04    | 0.00%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3465000 | PA      | $4265849.23    | 0.00%             | 2028-06-09      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                           | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |       2800000 | PA      | $3264242.12    | 0.00%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109BK6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      29084000 | PA      | $20905377.23   | 0.02%             | 2027-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-500031.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4747267.64    | 0.00%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       1470000 | PA      | $1711963.74    | 0.00%             | 2046-07-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $6051521.73    | 0.00%             | 2030-05-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1160760000 | PA      | $63325757.41   | 0.05%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $97172.85      | 0.00%             | 2035-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2992350000 | PA      | $17352954.34   | 0.01%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      31540000 | PA      | $18154920.61   | 0.01%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       7481000 | PA      | $5287634.06    | 0.00%             | 2033-11-21      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75000000 | PA      | $91910482.89   | 0.07%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       4900000 | PA      | $4787096.77    | 0.00%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5432384.49    | 0.00%             | 2027-07-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                               | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8550836.48    | 0.01%             | 2034-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5958283.87    | 0.00%             | 2036-04-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      12500000 | PA      | $13158464.31   | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23634569.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     500000000 | PA      | $53375748.01   | 0.04%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       2637000 | PA      | $2148727.06    | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  577006000000 | PA      | $38281530.73   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      20257000 | PA      | $22797837.77   | 0.02%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2633000 | PA      | $994461.40     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      32091000 | PA      | $42016900.44   | 0.03%             | 2029-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       3600000 | PA      | $2827302.08    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086VV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $5118102.24    | 0.00%             | 2026-11-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      10880000 | PA      | $11324681.63   | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     288476000 | PA      | $301071416.94  | 0.23%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Beyond Housing Ltd                                                              | BEYOND HOUSING                 | CUSIP: N/A<br>LEI: 213800UATCLLVNUS9C51       | Long             | DBT              | CORP              | GB        |       1981000 | PA      | $1310916.45    | 0.00%             | 2051-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      13583000 | PA      | $15016703.01   | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13467410.20   | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      15368392 | PA      | $2136030.84    | 0.00%             | 2047-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12917823.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       1217000 | PA      | $1213062.38    | 0.00%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      17477000 | PA      | $18916330.47   | 0.01%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      22000000 | PA      | $25318346.73   | 0.02%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $21102077.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3332361.23    | 0.00%             | 2027-07-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $8246626.09    | 0.01%             | 2035-06-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                               | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8318228.47    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      23350000 | PA      | $16735253.25   | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6642475.50    | 0.00%             | 2028-12-20      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       6400000 | PA      | $7331338.30    | 0.01%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       1250000 | PA      | $1601686.44    | 0.00%             | 2027-04-04      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      10200000 | PA      | $11961521.80   | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  203000000000 | PA      | $149581542.02  | 0.11%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |        800000 | PA      | $791406.39     | 0.00%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      10214000 | PA      | $10301587.66   | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: AP5375799<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       5463000 | PA      | $6165935.43    | 0.00%             | 2027-10-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $13267068.03   | 0.01%             | 2030-06-26      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      10666000 | PA      | $5916070.61    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       3073000 | PA      | $4375011.32    | 0.00%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Independent Order Of Foresters/The                                              | FORESTERS FINL                 | CUSIP: 454015AA6<br>LEI: 54930076M746H2DBTP84 | Long             | DBT              | CORP              | CA        |        557000 | PA      | $377343.62     | 0.00%             | 2035-10-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      16200000 | PA      | $17494021.04   | 0.01%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $16030863.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     341000000 | PA      | $2176176.55    | 0.00%             | 2027-12-20      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      54556942 | PA      | $41977810.30   | 0.03%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      12000000 | PA      | $13627718.01   | 0.01%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       4950000 | PA      | $5238993.54    | 0.00%             | 2031-07-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7427650000 | PA      | $38949100.56   | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       4876000 | PA      | $5699123.09    | 0.00%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       7934000 | PA      | $8298590.55    | 0.01%             | 2030-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      22028800 | PA      | $30105477.79   | 0.02%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $19072280.84   | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |        511000 | PA      | $648060.90     | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      25969000 | PA      | $27259511.73   | 0.02%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8026068.68    | 0.01%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      36938000 | PA      | $45738755.26   | 0.03%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3774906.37    | 0.00%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5811537.68    | 0.00%             | 2026-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                              | HIKARI TSUSHIN                 | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1781005.26    | 0.00%             | 2033-03-23      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4500000 | PA      | $4989390.55    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      36678000 | PA      | $43205358.70   | 0.03%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      19000000 | PA      | $22179405.37   | 0.02%             | 2035-07-31      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1010018.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |        500000 | PA      | $430774.40     | 0.00%             | 2052-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6683000 | PA      | $7539832.54    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $186202699.05  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       4300000 | PA      | $4822544.82    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $7448657.19    | 0.01%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23670277.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      19000000 | PA      | $21661501.49   | 0.02%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2533318.79    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: EJ7155512<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |       2192000 | PA      | $2510853.76    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5016434.14    | 0.00%             | 2028-02-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MCC5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1576835.48    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      30807000 | PA      | $38429630.93   | 0.03%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |       3234000 | PA      | $3663118.60    | 0.00%             | 2027-10-31      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       5900000 | PA      | $6228117.05    | 0.00%             | 2030-02-03      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       3700000 | PA      | $4584682.66    | 0.00%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  730214000000 | PA      | $45279999.32   | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       4276000 | PA      | $4437510.10    | 0.00%             | 2041-10-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     125520000 | PA      | $105560814.45  | 0.08%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       4262000 | PA      | $3297839.46    | 0.00%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   24250000000 | PA      | $146532092.34  | 0.11%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                           | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1636748.21    | 0.00%             | 2028-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       7042000 | PA      | $5103759.73    | 0.00%             | 2032-04-07      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      19947000 | PA      | $20901614.93   | 0.02%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $21785321.74   | 0.02%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1847109.73    | 0.00%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $9397198.54    | 0.01%             | 2032-09-16      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       8000000 | PA      | $9215558.01    | 0.01%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $9764333.79    | 0.01%             | 2035-05-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      70468000 | PA      | $80258903.52   | 0.06%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7098922.04    | 0.01%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $15186381.21   | 0.01%             | 2030-01-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      75691000 | PA      | $44419036.31   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      20248090 | PA      | $24921268.38   | 0.02%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18298523.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5847931.45    | 0.00%             | 2031-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3702000 | PA      | $3113284.68    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       4260000 | PA      | $4748731.89    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      35396000 | PA      | $24382800.41   | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6723850000 | PA      | $42408073.70   | 0.03%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: ZS3077402<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      13400000 | PA      | $13069526.31   | 0.01%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                              | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |       4938000 | PA      | $5462235.69    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | FORTISBC ENERGY                | CUSIP: 34959ZAK8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $392106.15     | 0.00%             | 2050-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      20400000 | PA      | $23468996.48   | 0.02%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |       7369000 | PA      | $8466507.60    | 0.01%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                             | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2618692.37    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       1986000 | PA      | $2179635.04    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       3851000 | PA      | $4394366.94    | 0.00%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     159751000 | PA      | $183312783.75  | 0.14%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      94976000 | PA      | $59004277.79   | 0.04%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      76060000 | PA      | $87708787.76   | 0.07%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       8700000 | PA      | $10182880.66   | 0.01%             | 2079-12-31      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                            | WESTCOAST ENERGY               | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |       1885000 | PA      | $1319494.49    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-185518.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5383656.69    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  200000000000 | PA      | $12539967.53   | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | COASTAL GASLINK                | CUSIP: 19046FAM4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1878490.43    | 0.00%             | 2029-09-30      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GTA Finance Co Pty Ltd                                                          | GTA FINANCE                    | CUSIP: N/A<br>LEI: 213800FMNBVIYOR3SP94       | Long             | DBT              | CORP              | AU        |       1190000 | PA      | $744567.57     | 0.00%             | 2027-08-26      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       3900000 | PA      | $4234577.01    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $2292387.21    | 0.00%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3528020.69    | 0.00%             | 2028-11-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                  | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |       6500000 | PA      | $8121659.97    | 0.01%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      11216000 | PA      | $10961654.70   | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      12443000 | PA      | $14048023.46   | 0.01%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13278613.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      11974000 | PA      | $8629041.27    | 0.01%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       8500000 | PA      | $9630161.22    | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      53999000 | PA      | $70943660.32   | 0.05%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                       | BROOKFIELD FIN 2               | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3171388.81    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      16900000 | PA      | $18386017.42   | 0.01%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5892643.90    | 0.00%             | 2028-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       8700000 | PA      | $9523714.51    | 0.01%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                        | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |       4028000 | PA      | $4680791.86    | 0.00%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $13308812.47   | 0.01%             | 2030-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       2455000 | PA      | $2971532.61    | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13681913.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4600000000 | PA      | $27999935.24   | 0.02%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: EI4061228<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       3150000 | PA      | $3448867.00    | 0.00%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       3630000 | PA      | $4322508.63    | 0.00%             | 2032-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     102000000 | PA      | $14668267.92   | 0.01%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hospital Infrastructure Partners NOH Partnership                                | HOSPITAL INFRAST               | CUSIP: 44107EAA7<br>LEI: 549300ZF3VY59ROCXE25 | Long             | DBT              | CORP              | CA        |       2042526 | PA      | $1577173.95    | 0.00%             | 2045-01-31      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11637270.25   | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1085000000 | PA      | $6818657.89    | 0.01%             | 2029-01-25      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBN2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       2764000 | PA      | $1953852.69    | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      13000000 | PA      | $15584892.68   | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $8885732.38    | 0.01%             | 2033-12-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAH0<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |        486000 | PA      | $247040.85     | 0.00%             | 2050-10-29      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     197864846 | PA      | $233837724.39  | 0.17%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      18000000 | PA      | $21361667.01   | 0.02%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      90014000 | PA      | $21936959.88   | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $5599308.29    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      40131000 | PA      | $22931403.20   | 0.02%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      20000000 | PA      | $23406193.88   | 0.02%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7278792.62    | 0.01%             | 2079-12-31      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      12000000 | PA      | $12603784.38   | 0.01%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $3284653.17    | 0.00%             | 2035-06-03      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6221051.77    | 0.00%             | 2034-06-14      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |        597000 | PA      | $667816.15     | 0.00%             | 2027-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12049981.21   | 0.01%             | 2028-11-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4714117.89    | 0.00%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11378426.54   | 0.01%             | 2027-02-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       5260000 | PA      | $3205215.82    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DE9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3713582.40    | 0.00%             | 2033-05-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       5800000 | PA      | $6966099.73    | 0.01%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7821000 | PA      | $8233408.95    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      12700000 | PA      | $13687444.67   | 0.01%             | 2028-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       8300000 | PA      | $7848652.11    | 0.01%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $3565477.90    | 0.00%             | 2030-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                    | INSTIT CRDT OFCL               | CUSIP: N/A<br>LEI: PJQDPSI1D8J2Q1IM3G17       | Long             | DBT              | NUSS              | ES        |      25458000 | PA      | $29564845.03   | 0.02%             | 2030-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                         | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $4999479.00    | 0.00%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $25404995.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1769510000 | PA      | $96950499.02   | 0.07%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      10098000 | PA      | $10031701.63   | 0.01%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       1000000 | PA      | $1195798.45    | 0.00%             | 2033-11-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      14360000 | PA      | $8121194.57    | 0.01%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       2600000 | PA      | $2861798.43    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       2600000 | PA      | $1886382.63    | 0.00%             | 2030-06-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       4700000 | PA      | $4982190.91    | 0.00%             | 2032-01-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      22007000 | PA      | $25797768.07   | 0.02%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                         | WINNIPEG CANADA                | CUSIP: 975026HC2<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |       1240000 | PA      | $814325.96     | 0.00%             | 2045-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      53000000 | PA      | $37999947.60   | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| JCDecaux SE                                                                     | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1834040.41    | 0.00%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AD8<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1041000 | PA      | $719866.99     | 0.00%             | 2047-01-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4771850000 | PA      | $32307821.11   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4883650000 | PA      | $30020348.90   | 0.02%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4709136.60    | 0.00%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       9000000 | PA      | $10541605.02   | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                      | HYUNDAI CAP CAN                | CUSIP: 44932WAE0<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1093897.37    | 0.00%             | 2027-02-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DB3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       6413000 | PA      | $5049558.73    | 0.00%             | 2040-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      36400000 | PA      | $21087881.49   | 0.02%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: AP9090220<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       4740000 | PA      | $5325593.79    | 0.00%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                        | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       2400000 | PA      | $2882991.27    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |       8400000 | PA      | $9042294.05    | 0.01%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1506700000 | PA      | $9678679.65    | 0.01%             | 2027-01-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                           | FAST RETAILING                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | DBT              | CORP              | JP        |     800000000 | PA      | $5077214.98    | 0.00%             | 2028-06-06      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       8400000 | PA      | $6285911.26    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2842615.14    | 0.00%             | 2036-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                             | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |        100000 | PA      | $114881.48     | 0.00%             | 2028-06-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                            | ALBERTA POWER                  | CUSIP: 013047AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        796313 | PA      | $511073.38     | 0.00%             | 2054-03-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15424000 | PA      | $18390631.81   | 0.01%             | 2035-03-21      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                      | NETWORK FINANCE                | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |       2250000 | PA      | $1396218.93    | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1100000000 | PA      | $35214791.40   | 0.03%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     216720000 | PA      | $33245278.50   | 0.02%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       7730000 | PA      | $5618081.66    | 0.00%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      25257000 | PA      | $25175607.32   | 0.02%             | 2033-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      99516000 | PA      | $54882294.17   | 0.04%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| InPower BC General Partnership                                                  | INPOWER BC GP                  | CUSIP: 45780MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1293137 | PA      | $933699.88     | 0.00%             | 2033-03-31      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      10697000 | PA      | $7704045.67    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      17000000 | PA      | $13177564.01   | 0.01%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                        | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |       1500000 | PA      | $1763762.24    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $44720652.13   | 0.03%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5571421.66    | 0.00%             | 2032-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $97163743.43   | 0.07%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3044500000 | PA      | $16088000.52   | 0.01%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10952297.58   | 0.01%             | 2050-07-08      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2645148.75    | 0.00%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      22600000 | PA      | $25160889.27   | 0.02%             | 2027-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAQ2<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1650000 | PA      | $1210224.51    | 0.00%             | 2027-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN MUNI ENT               | CUSIP: EH3004213<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     310000000 | PA      | $2061903.32    | 0.00%             | 2028-04-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       1000000 | PA      | $1175239.12    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2350000 | PA      | $1627042.12    | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18364.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1850000 | PA      | $2114251.60    | 0.00%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZBK8<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1527720.65    | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $8973192.29    | 0.01%             | 2033-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       6998000 | PA      | $7217751.94    | 0.01%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                   | HSBC BANK PLC                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |       1200000 | PA      | $1321404.92    | 0.00%             | 2046-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13689404.36   | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      25552000 | PA      | $20179845.12   | 0.02%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                    | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       2000000 | PA      | $2348833.40    | 0.00%             | 2033-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |       4876000 | PA      | $4289095.67    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7523000 | PA      | $8849708.24    | 0.01%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $12050451.49   | 0.01%             | 2030-01-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $8894003.68    | 0.01%             | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3112867.07    | 0.00%             | 2027-10-15      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      65317000 | PA      | $45859505.56   | 0.03%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     210705000 | PA      | $195734279.64  | 0.15%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     104193808 | PA      | $93729378.06   | 0.07%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAG1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $954778.00     | 0.00%             | 2032-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                    | CASTELLUM AB                   | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |       2382000 | PA      | $2824369.78    | 0.00%             | 2030-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       2116000 | PA      | $2697528.97    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      21400000 | PA      | $5332677.14    | 0.00%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAK6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1323000 | PA      | $972911.03     | 0.00%             | 2050-11-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $2730344.20    | 0.00%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8172040.18    | 0.01%             | 2027-11-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       5861000 | PA      | $5458764.67    | 0.00%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10604000 | PA      | $11674010.72   | 0.01%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      18635000 | PA      | $20464046.67   | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                         | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |       4550000 | PA      | $5098544.56    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     190380000 | PA      | $215272436.37  | 0.16%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      75000000 | PA      | $86957021.14   | 0.07%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: JV6416251<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     325000000 | PA      | $34060920.24   | 0.03%             | 2026-11-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $709957.08     | 0.00%             | 2038-03-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6325911.15    | 0.00%             | 2029-03-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | CHUBB INA HLDGS                | CUSIP: 171239AD8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       2366000 | PA      | $2495916.10    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   17725000000 | PA      | $18308274.83   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4998161.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      20000000 | PA      | $23075899.70   | 0.02%             | 2032-02-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     129500911 | PA      | $138890772.89  | 0.10%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |        567000 | PA      | $815127.72     | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18180.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1414103.55    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      20898000 | PA      | $14843890.15   | 0.01%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                | DAIMLER TRCK FI                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |       1504000 | PA      | $1069169.37    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                          | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       2100000 | PA      | $2368554.68    | 0.00%             | 2028-07-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |       6393000 | PA      | $7013084.15    | 0.01%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       1176000 | PA      | $1442957.17    | 0.00%             | 2034-08-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     190581000 | PA      | $108699158.62  | 0.08%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       1300000 | PA      | $943502.47     | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      82324000 | PA      | $29207634.05   | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                                | BRIDGESTONE CORP               | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1922326.84    | 0.00%             | 2027-04-21      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23933153.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $12290919.65   | 0.01%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-331722.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      12500000 | PA      | $14451265.09   | 0.01%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      22000000 | PA      | $28272416.39   | 0.02%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $10105553.93   | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                 | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       3267000 | PA      | $4143168.83    | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      11182000 | PA      | $13107649.11   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Moat Homes Finance PLC                                                          | MOAT HOMES FIN P               | CUSIP: N/A<br>LEI: 213800OEBSZ4X3VVE789       | Long             | DBT              | CORP              | GB        |       1035000 | PA      | $1261342.11    | 0.00%             | 2041-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      19315000 | PA      | $11772259.42   | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      17000000 | PA      | $19581236.47   | 0.01%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5604664.66    | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       6875000 | PA      | $6392387.95    | 0.00%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |        127000 | PA      | $81748.28      | 0.00%             | 2028-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      28000000 | PA      | $29881773.14   | 0.02%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      11180000 | PA      | $12634419.59   | 0.01%             | 2027-03-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       5270000 | PA      | $3919422.11    | 0.00%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAF4<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       4601000 | PA      | $2616338.78    | 0.00%             | 2048-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: ZP5131047<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2829557.06    | 0.00%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $97429375.12   | 0.07%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      70207416 | PA      | $73765880.28   | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: EH8901157<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       2090000 | PA      | $2994246.13    | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       2377000 | PA      | $1822257.30    | 0.00%             | 2042-05-29      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4500000 | PA      | $5413425.32    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15590000000 | PA      | $17059184.86   | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      47164000 | PA      | $30844253.91   | 0.02%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1512000 | PA      | $2086366.10    | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $16471144.60   | 0.01%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                             | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       4658000 | PA      | $5109129.09    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5913087.88    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      41067000 | PA      | $47376981.67   | 0.04%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $692312.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     136375000 | PA      | $71629924.76   | 0.05%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $9500639.33    | 0.01%             | 2027-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      32949000 | PA      | $21077739.72   | 0.02%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: AU9536874<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      13000000 | PA      | $12730440.22   | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6490711.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    4850000000 | PA      | $5353408.44    | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   14925610000 | PA      | $38285346.87   | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                          | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4368055.46    | 0.00%             | 2028-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       5500000 | PA      | $5647910.53    | 0.00%             | 2030-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAS9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1935885.87    | 0.00%             | 2037-03-13      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $2871863.11    | 0.00%             | 2034-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       3449000 | PA      | $2339408.10    | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBY8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      11350000 | PA      | $8720394.65    | 0.01%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                            | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |       1906000 | PA      | $1636101.87    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $6594360.20    | 0.00%             | 2027-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       6827000 | PA      | $7798479.41    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                   | CALGARY AIRPORT                | CUSIP: 12959CAB5<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       4648000 | PA      | $3019371.69    | 0.00%             | 2038-10-07      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       6400000 | PA      | $6686136.06    | 0.00%             | 2030-04-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       9014000 | PA      | $8196789.03    | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                             | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |       4900000 | PA      | $5639996.77    | 0.00%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      49683000 | PA      | $57234247.23   | 0.04%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DC3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       4899000 | PA      | $3841185.21    | 0.00%             | 2040-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $8347301.76    | 0.01%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      16500000 | PA      | $18733376.60   | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $16469086.51   | 0.01%             | 2035-01-09      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6506058.91    | 0.00%             | 2079-12-31      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |       1000000 | PA      | $1341525.78    | 0.00%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19000000000 | PA      | $121046569.98  | 0.09%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                     | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       3908000 | PA      | $4145453.64    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      29784000 | PA      | $35453230.32   | 0.03%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GF7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       1700000 | PA      | $1189135.18    | 0.00%             | 2027-06-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: N/A<br>LEI: UMI46YPGBLUE4VGNNT48       | Long             | DBT              | CORP              | US        |       2210000 | PA      | $1417547.89    | 0.00%             | 2026-12-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                        | COCA-COLA HBC BV               | CUSIP: ZS5623393<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5650355.71    | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Adecco International Financial Services BV                                      | ADECCO INT FIN                 | CUSIP: N/A<br>LEI: 549300PDNGPM4PIAUK57       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $8078477.89    | 0.01%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: AV0298134<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      25000000 | PA      | $4733423.89    | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     111000000 | PA      | $70393832.05   | 0.05%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      15000000 | PA      | $18501027.59   | 0.01%             | 2028-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1213000 | PA      | $1303898.17    | 0.00%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       5786000 | PA      | $6516577.15    | 0.00%             | 2027-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $16796145.61   | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7200000 | PA      | $8537195.14    | 0.01%             | 2028-03-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| OTP Jelzalogbank Zrt                                                            | OTP JELZALOGBANK               | CUSIP: N/A<br>LEI: 529900925TK5QIGTBH86       | Long             | DBT              | CORP              | HU        |       5000000 | PA      | $5796901.91    | 0.00%             | 2030-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      12700000 | PA      | $15271253.53   | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7511743.37    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $11730126.58   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                     | KEYERA CORP                    | CUSIP: 493271AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $1957707.23    | 0.00%             | 2055-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   20690000000 | PA      | $20517097.85   | 0.02%             | 2027-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     100000000 | PA      | $63781749.09   | 0.05%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                             | BPC GENERATION                 | CUSIP: 05617NAA1<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |       8170000 | PA      | $5861952.72    | 0.00%             | 2030-09-29      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AE4<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $268149.84     | 0.00%             | 2046-02-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      11900000 | PA      | $13422722.01   | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |       8000000 | PA      | $9301446.11    | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       5085000 | PA      | $7132832.61    | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      10900000 | PA      | $13210463.39   | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $169866.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      25000000 | PA      | $28656278.02   | 0.02%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                                                       | SOLVAY SA                      | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2379086.78    | 0.00%             | 2031-10-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1404692.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                 | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7409950.14    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $6304322.07    | 0.00%             | 2039-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                      | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1326743.14    | 0.00%             | 2029-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5223772.02    | 0.00%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                           | ESTONIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EE        |       6998000 | PA      | $8523448.75    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3071174.05    | 0.00%             | 2033-03-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     189680000 | PA      | $122142298.07  | 0.09%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6455000 | PA      | $7835022.31    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      10088000 | PA      | $15726948.18   | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      53000000 | PA      | $33635993.56   | 0.03%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3116218.22    | 0.00%             | 2028-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $4602337.49    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      71827370 | PA      | $77855003.78   | 0.06%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |        100000 | PA      | $117193.45     | 0.00%             | 2028-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: ZP3884035<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |        300000 | PA      | $212169.55     | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 PLC                                                    | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |        837185 | PA      | $1249194.24    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $7486282.34    | 0.01%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       7053000 | PA      | $8658072.39    | 0.01%             | 2034-04-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5149072.23    | 0.00%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                 | ERICSSON LM                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |       3800000 | PA      | $4094315.75    | 0.00%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                               | ARC RESOURCES LT               | CUSIP: 00208DAB7<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       2147000 | PA      | $1507235.18    | 0.00%             | 2031-03-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12065443.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1344000 | PA      | $1740186.10    | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $102347.10     | 0.00%             | 2033-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       9685000 | PA      | $10649341.63   | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Jersey International Bond                                                       | STATES OF JERSEY               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JE        |        782000 | PA      | $755658.35     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6471757.19    | 0.00%             | 2035-10-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      11925000 | PA      | $13641905.79   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      15850000 | PA      | $18683320.46   | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1726385000 | PA      | $62212316.32   | 0.05%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      10504000 | PA      | $11459546.71   | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     314700000 | PA      | $1940857.88    | 0.00%             | 2030-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      10867000 | PA      | $12342228.01   | 0.01%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BR3<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2400000 | PA      | $1756250.89    | 0.00%             | 2031-10-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                        | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      10707000 | PA      | $11675361.21   | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $8701174.75    | 0.01%             | 2035-07-13      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      32165000 | PA      | $37920869.81   | 0.03%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1095204.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      77272176 | PA      | $73991649.41   | 0.06%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |        465000 | PA      | $566256.52     | 0.00%             | 2037-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       7350000 | PA      | $5174008.01    | 0.00%             | 2028-03-05      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3000000000 | PA      | $17955623.91   | 0.01%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                  | WSP GLOBAL INC                 | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       2079000 | PA      | $1462454.17    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5447167.13    | 0.00%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                                                 | SPAREBANK 1 SMN                | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |       9017000 | PA      | $9831935.52    | 0.01%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $398001.21     | 0.00%             | 2027-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5759033.37    | 0.00%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      25100000 | PA      | $18333121.96   | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: AW7792137<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $12392986.64   | 0.01%             | 2029-02-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11725908.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5543988.98    | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       1185000 | PA      | $1747316.56    | 0.00%             | 2033-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                               | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8291057.63    | 0.01%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       3900000 | PA      | $3359606.76    | 0.00%             | 2040-07-13      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16620500000 | PA      | $82480247.72   | 0.06%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SEC LP & Arci Ltd                                                               | SEC LP AND ARCI                | CUSIP: 784103AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1557262 | PA      | $1103526.93    | 0.00%             | 2033-08-29      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $10756420.38   | 0.01%             | 2031-10-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3402454.83    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      14185000 | PA      | $9557384.22    | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                        | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1280252.42    | 0.00%             | 2027-06-01      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      29780000 | PA      | $17556003.78   | 0.01%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      38750000 | PA      | $38801677.62   | 0.03%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      46111000 | PA      | $51895138.38   | 0.04%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       5182000 | PA      | $5153470.74    | 0.00%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     111380000 | PA      | $23549849.11   | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       7621000 | PA      | $4909150.93    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                  | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      15000000 | PA      | $17290214.23   | 0.01%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      70330000 | PA      | $66969213.70   | 0.05%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $6234159.08    | 0.00%             | 2028-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                    | CUSIP: BJ2189485<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2524702.94    | 0.00%             | 2031-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      13773000 | PA      | $10710975.01   | 0.01%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                      | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1992445.96    | 0.00%             | 2035-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1584067.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                     | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $4644938.83    | 0.00%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                           | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       1073000 | PA      | $1438998.62    | 0.00%             | 2027-03-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3066639.31    | 0.00%             | 2034-03-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      53369000 | PA      | $67028685.29   | 0.05%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5795650000 | PA      | $35203656.60   | 0.03%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $14746757.02   | 0.01%             | 2027-08-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                              | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       9900000 | PA      | $10726704.08   | 0.01%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7720565.41    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11470495.62   | 0.01%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       2744000 | PA      | $1843267.79    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      17140000 | PA      | $4537267.40    | 0.00%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4876000 | PA      | $3620410.59    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |        429000 | PA      | $331714.75     | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     196901000 | PA      | $6028598.33    | 0.00%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       8685000 | PA      | $5231180.06    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                     | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1160950.98    | 0.00%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                  | CUSIP: 98956PAY8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       9100000 | PA      | $10555986.78   | 0.01%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Deutsche Apotheker-und Aerztebank eG                                            | DEUTSCHE APO ARZ               | CUSIP: N/A<br>LEI: 5299007S3UH5RKUYDA52       | Long             | DBT              | CORP              | DE        |        300000 | PA      | $335637.57     | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21996000 | PA      | $14977993.93   | 0.01%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: AP9353636<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |        746000 | PA      | $691837.73     | 0.00%             | 2037-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     781200000 | PA      | $4753104.47    | 0.00%             | 2031-02-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13411759.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                   | CUSIP: 60871RAR1<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7076148.67    | 0.01%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       4913000 | PA      | $5081447.30    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: AZ8065734<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12714556.71   | 0.01%             | 2026-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      55059000 | PA      | $64354625.71   | 0.05%             | 2031-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                   | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $1790319.19    | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        557000 | PA      | $468574.43     | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |       6200000 | PA      | $6511756.59    | 0.00%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      96800000 | PA      | $14161420.60   | 0.01%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      13625000 | PA      | $15812178.63   | 0.01%             | 2039-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BL8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       5003000 | PA      | $5733836.85    | 0.00%             | 2026-10-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23545747.53   | 0.02%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       6981000 | PA      | $7636727.95    | 0.01%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       7900000 | PA      | $9280057.33    | 0.01%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      21095000 | PA      | $23792814.85   | 0.02%             | 2027-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2200468.67    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6597.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Office Finance LP                                                         | ROYAL OFFICE FIN               | CUSIP: 780632AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       5364433 | PA      | $4148412.85    | 0.00%             | 2037-11-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: BVN10TFG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       3410000 | PA      | $4705838.88    | 0.00%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       6649000 | PA      | $5229748.66    | 0.00%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | ORBIT CAPITAL                  | CUSIP: AT0021507<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |        126000 | PA      | $113124.95     | 0.00%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       2710000 | PA      | $3119219.16    | 0.00%             | 2032-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7399838.15    | 0.01%             | 2035-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      10525000 | PA      | $5972326.47    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: 45950KCY4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      11212000 | PA      | $7941441.50    | 0.01%             | 2027-01-28      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4729000 | PA      | $2634091.95    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63309ZNP9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4284157.43    | 0.00%             | 2035-08-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6780287.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11984464.58   | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12208233.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      44938000 | PA      | $45568259.95   | 0.03%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13762211.52   | 0.01%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       7750000 | PA      | $6274172.79    | 0.00%             | 2030-05-31      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5809700.36    | 0.00%             | 2028-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                          | CAN TIRE CORP                  | CUSIP: 13668ZAN8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |        984000 | PA      | $743747.97     | 0.00%             | 2035-09-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     130250000 | PA      | $175241055.48  | 0.13%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                       | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5242514.21    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                    | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $7077373.48    | 0.01%             | 2031-05-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AGCO International Holdings BV                                                  | AGCO INTERNATION               | CUSIP: N/A<br>LEI: 549300GSUO6P11G11583       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2732265.33    | 0.00%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                | ANZ NZ INTL/LDN                | CUSIP: N/A<br>LEI: 213800VD256NU2D97H12       | Long             | DBT              | CORP              | NZ        |      16876000 | PA      | $18681950.61   | 0.01%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6436411.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       2764000 | PA      | $1907046.69    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1181254.00    | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      31500000 | PA      | $35757125.34   | 0.03%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     143790000 | PA      | $180895339.94  | 0.14%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2274536.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      10500000 | PA      | $11230349.85   | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       5250000 | PA      | $5268118.54    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-277628.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14220350000 | PA      | $78758214.91   | 0.06%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $5843124.59    | 0.00%             | 2030-10-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $9008215.54    | 0.01%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       2464000 | PA      | $1736908.57    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                             | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      12000000 | PA      | $12225118.09   | 0.01%             | 2031-03-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      10794000 | PA      | $10773676.48   | 0.01%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2756566.94    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                            | VW CREDIT CANADA               | CUSIP: 918423AZ7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1421739.97    | 0.00%             | 2026-12-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      10959000 | PA      | $12074269.74   | 0.01%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      18000000 | PA      | $22052951.36   | 0.02%             | 2035-07-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                             | AFFINITY SUTTON                | CUSIP: EH5480601<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1366725.56    | 0.00%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |        981000 | PA      | $781977.42     | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      19000000 | PA      | $22530656.85   | 0.02%             | 2035-06-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      11400000 | PA      | $12698878.29   | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10113000 | PA      | $11497145.81   | 0.01%             | 2027-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3100000 | PA      | $2870161.15    | 0.00%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2223763.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   20000000000 | PA      | $15238562.55   | 0.01%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |     200000000 | PA      | $29644309.65   | 0.02%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3158205.50    | 0.00%             | 2028-06-30      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAH0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       5148000 | PA      | $3965645.10    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1453305.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                               | SELP FINANCE SAR               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      10900000 | PA      | $11683560.55   | 0.01%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     553090000 | PA      | $18718418.07   | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      17600000 | PA      | $19849177.86   | 0.01%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       2981000 | PA      | $1930760.04    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       1580000 | PA      | $1755507.26    | 0.00%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1842970000 | PA      | $5537047.58    | 0.00%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      11938000 | PA      | $8630663.73    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3746427.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3053848.70    | 0.00%             | 2036-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6066800000 | PA      | $40232536.71   | 0.03%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      24407000 | PA      | $32026691.01   | 0.02%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     464000000 | PA      | $115445626.36  | 0.09%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2691328.15    | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13027368.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBU1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |         24000 | PA      | $22286.18      | 0.00%             | 2039-02-17      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7985271.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JJ8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7561000 | PA      | $5943782.13    | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: QZ7966521<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      13856000 | PA      | $14777301.99   | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      18400000 | PA      | $18171948.55   | 0.01%             | 2031-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       1750000 | PA      | $2005929.38    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       9388000 | PA      | $9981073.02    | 0.01%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                      | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8539535.21    | 0.01%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       3188000 | PA      | $4012326.56    | 0.00%             | 2029-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       4461000 | PA      | $4519424.63    | 0.00%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       4897100 | PA      | $3166088.83    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       3326000 | PA      | $4023933.10    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-372638.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                     | KEYERA CORP                    | CUSIP: 493271AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7700000 | PA      | $5497919.13    | 0.00%             | 2030-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: AZ3211200<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6290566.02    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       5764000 | PA      | $4351311.84    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18446750000 | PA      | $93187879.45   | 0.07%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      43700000 | PA      | $46168884.83   | 0.03%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                   | HALEON NL CAP BV               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |       6200000 | PA      | $6510683.20    | 0.00%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      16050000 | PA      | $4104858.40    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4617518.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7875600000 | PA      | $52086962.68   | 0.04%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1339000 | PA      | $727580.46     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5776106.95    | 0.00%             | 2032-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $1491800.33    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5209912.56    | 0.00%             | 2029-10-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      18134000 | PA      | $9079380.35    | 0.01%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                      | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3506542.67    | 0.00%             | 2054-08-27      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1893310.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9603240.33    | 0.01%             | 2035-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1400000000 | PA      | $7683359.16    | 0.01%             | 2038-01-29      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                        | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2974196.78    | 0.00%             | 2030-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $6323072.83    | 0.00%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       9300000 | PA      | $6040463.34    | 0.00%             | 2027-09-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $9522123.52    | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                      | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $10080783.25   | 0.01%             | 2033-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       6437000 | PA      | $7379550.70    | 0.01%             | 2079-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7968422.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       9518000 | PA      | $6386683.48    | 0.00%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $17165805.48   | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                           | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1435590.32    | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                  | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5749115.34    | 0.00%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       2200000 | PA      | $2369961.57    | 0.00%             | 2033-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     185867000 | PA      | $203951484.13  | 0.15%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       6951000 | PA      | $7866398.29    | 0.01%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1453000 | PA      | $1870250.59    | 0.00%             | 2049-09-12      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8500000 | PA      | $9898440.98    | 0.01%             | 2028-05-24      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $3013253.75    | 0.00%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      30000000 | PA      | $31385538.39   | 0.02%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12328.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       1400000 | PA      | $1174735.27    | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $72117.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                     | ALTAREA                        | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1607704.77    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      26106000 | PA      | $14679140.15   | 0.01%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      22993000 | PA      | $21673842.87   | 0.02%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4100000 | PA      | $3917917.61    | 0.00%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       3850000 | PA      | $4696908.05    | 0.00%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   33100000000 | PA      | $202801408.28  | 0.15%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                       | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $1632268.04    | 0.00%             | 2037-10-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| In'li SA                                                                        | IN'LI                          | CUSIP: AZ2976761<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |        900000 | PA      | $967656.18     | 0.00%             | 2029-07-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4194001.61    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5624162.89    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8602485.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      70000000 | PA      | $81655134.02   | 0.06%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2838.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       8598000 | PA      | $8146196.83    | 0.01%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      13990000 | PA      | $10509886.88   | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBZ5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1130178.43    | 0.00%             | 2029-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      20000000 | PA      | $23309401.24   | 0.02%             | 2032-08-27      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-235345.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $200100.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       2130000 | PA      | $1356586.90    | 0.00%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-226480.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                       | AEGON LTD                      | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |       1000000 | PA      | $1402114.93    | 0.00%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19650.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2195624.61    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       4700000 | PA      | $5093190.78    | 0.00%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     110268000 | PA      | $38466331.30   | 0.03%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2500979.98    | 0.00%             | 2031-09-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2795000 | PA      | $2024137.98    | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $5269290.96    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      80496000 | PA      | $85769187.04   | 0.06%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8373510.14    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      27246000 | PA      | $30740037.60   | 0.02%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     277950000 | PA      | $1835722.77    | 0.00%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                              | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       1071000 | PA      | $1128250.25    | 0.00%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     670025000 | PA      | $161110439.01  | 0.12%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   81900000000 | PA      | $6165960.93    | 0.00%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11341600000 | PA      | $43546849.99   | 0.03%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       5179000 | PA      | $5570712.14    | 0.00%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                        | CENT JAPAN RAIL                | CUSIP: BRS96G6M5<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3340359.16    | 0.00%             | 2029-12-18      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     278500000 | PA      | $11098477.97   | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       1152000 | PA      | $864587.27     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                    | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       3500000 | PA      | $4097417.26    | 0.00%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      49138964 | PA      | $51540069.90   | 0.04%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       4350000 | PA      | $3359369.88    | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      41136000 | PA      | $31591758.76   | 0.02%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      14337400 | PA      | $18029265.10   | 0.01%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827EW3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |         12000 | PA      | $10196.66      | 0.00%             | 2031-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6099245.48    | 0.00%             | 2033-05-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: 268317BD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $1861194.25    | 0.00%             | 2054-05-17      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $6877696.18    | 0.01%             | 2030-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                    | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |        640000 | PA      | $370957.80     | 0.00%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      97700000 | PA      | $68040751.02   | 0.05%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       3920000 | PA      | $4905507.72    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       1500000 | PA      | $1563719.30    | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       5150000 | PA      | $6057445.27    | 0.00%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       8000000 | PA      | $9380006.13    | 0.01%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $12925083.31   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   90000000000 | PA      | $62668249.17   | 0.05%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCJ7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5250000 | PA      | $6283712.02    | 0.00%             | 2030-05-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5638881.08    | 0.00%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                 | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2187131.58    | 0.00%             | 2028-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       8749000 | PA      | $4740155.70    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |       1762000 | PA      | $1067719.31    | 0.00%             | 2032-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5900000 | PA      | $4034306.84    | 0.00%             | 2033-06-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6369733.31    | 0.00%             | 2029-05-29      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5915590.28    | 0.00%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     200000000 | PA      | $231105598.88  | 0.17%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13084048.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4500550000 | PA      | $22894999.61   | 0.02%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1465506.69    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      22691000 | PA      | $24439829.06   | 0.02%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $19708786.58   | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       3400000 | PA      | $3671487.86    | 0.00%             | 2079-12-31      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6436000 | PA      | $6523177.98    | 0.00%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      35866000 | PA      | $41942788.48   | 0.03%             | 2033-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     104425000 | PA      | $120315951.88  | 0.09%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       6827000 | PA      | $6887542.03    | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: 91087BBM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      58474000 | PA      | $67841732.06   | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1691000 | PA      | $1237729.77    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7093450.87    | 0.01%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       1400000 | PA      | $1595746.58    | 0.00%             | 2028-02-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      63116000 | PA      | $31801407.45   | 0.02%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      50000000 | PA      | $5185355.12    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 026657AU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5903422.33    | 0.00%             | 2027-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      19265000 | PA      | $10675891.85   | 0.01%             | 2028-05-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |        984000 | PA      | $577133.28     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      26035000 | PA      | $27795765.39   | 0.02%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       2380000 | PA      | $1729769.17    | 0.00%             | 2035-06-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-946336.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       2943000 | PA      | $1919278.54    | 0.00%             | 2044-05-30      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11453900000 | PA      | $42495269.65   | 0.03%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       1249000 | PA      | $1288977.48    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4689800000 | PA      | $29662715.68   | 0.02%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2908000 | PA      | $2722857.79    | 0.00%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       4500000 | PA      | $5014023.26    | 0.00%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1745550000 | PA      | $11982774.30   | 0.01%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      96489000 | PA      | $113149203.21  | 0.08%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   51968000000 | PA      | $25976832.63   | 0.02%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1888368.33    | 0.00%             | 2027-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1721000 | PA      | $1278790.55    | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      13600000 | PA      | $15475760.55   | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      95000000 | PA      | $128600175.66  | 0.10%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2303395.71    | 0.00%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $554677.45     | 0.00%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      12000000 | PA      | $13978957.22   | 0.01%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: ZP3179246<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $4417706.63    | 0.00%             | 2027-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15377950000 | PA      | $86060340.74   | 0.06%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37832000 | PA      | $30390277.60   | 0.02%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                          | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |       3500000 | PA      | $4008473.59    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      56167000 | PA      | $40220925.66   | 0.03%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |       1464000 | PA      | $1674776.01    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2361499.18    | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: 298713AK4<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |       1330000 | PA      | $972060.97     | 0.00%             | 2027-03-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      87058000 | PA      | $27362995.30   | 0.02%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $6106485.85    | 0.00%             | 2029-11-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      53050000 | PA      | $38680226.17   | 0.03%             | 2027-12-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1951232.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      55283000 | PA      | $29515666.81   | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $786270.09     | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12320208.49   | 0.01%             | 2030-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       6062000 | PA      | $6579504.49    | 0.00%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BK8<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $595548.45     | 0.00%             | 2027-10-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6236201.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       3100000 | PA      | $3599247.12    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12249871.48   | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19650.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP Finance Deutschland GmbH                                                    | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300187TP95ZWG8155       | Long             | DBT              | CORP              | DE        |       3769000 | PA      | $4051672.61    | 0.00%             | 2030-03-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       8684000 | PA      | $9716470.57    | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2630470.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3153.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1731681.94    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9756278.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                | WPP FINANCE 2017               | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |       2067000 | PA      | $2472784.07    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $71344.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $175219.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109AP6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       1891000 | PA      | $1585311.90    | 0.00%             | 2039-11-04      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      12800000 | PA      | $15033107.71   | 0.01%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      43790000 | PA      | $51009359.17   | 0.04%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8535191.79    | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17770718.88   | 0.01%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |        500000 | PA      | $266752.43     | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4536416.83    | 0.00%             | 2031-06-06      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $7052449.36    | 0.01%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |        969000 | PA      | $1295385.81    | 0.00%             | 2037-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCL3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       3295000 | PA      | $2459293.04    | 0.00%             | 2029-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5317093.45    | 0.00%             | 2030-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      10800000 | PA      | $11675759.22   | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      38316000 | PA      | $8810567.50    | 0.01%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4642000 | PA      | $5044368.45    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2880000 | PA      | $1643486.05    | 0.00%             | 2050-05-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5452447.44    | 0.00%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4127251.18    | 0.00%             | 2030-11-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                    | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |       2100000 | PA      | $2335712.21    | 0.00%             | 2028-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       9700000 | PA      | $11243437.14   | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      20000000 | PA      | $23256994.86   | 0.02%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     230000000 | PA      | $33520241.52   | 0.03%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      17780000 | PA      | $20017416.64   | 0.01%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                          | INMOBILIARIA COL               | CUSIP: AQ1249962<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1133851.72    | 0.00%             | 2029-11-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4928156.02    | 0.00%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      32336000 | PA      | $21586795.78   | 0.02%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      26184000 | PA      | $29644307.74   | 0.02%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1300000000 | PA      | $43799036.34   | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MCD3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1602115.29    | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6758569.15    | 0.01%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                           | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |       4200000 | PA      | $4966842.29    | 0.00%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      12658000 | PA      | $3571934.05    | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                               | BROWN-FORMAN                   | CUSIP: 115637AR1<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |       4607000 | PA      | $5807647.35    | 0.00%             | 2028-07-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AK1<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       1193000 | PA      | $705657.35     | 0.00%             | 2049-04-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4846883.35    | 0.00%             | 2048-06-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      29202000 | PA      | $32942705.36   | 0.02%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1073000 | PA      | $1216182.60    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $8007446.79    | 0.01%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2478960.22    | 0.00%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6381107.54    | 0.00%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                     | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |       1541000 | PA      | $2108080.08    | 0.00%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      32693000 | PA      | $21810088.97   | 0.02%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $4722796.42    | 0.00%             | 2030-03-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11530000 | PA      | $6263673.44    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       3416000 | PA      | $4557108.22    | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6977939.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      13700000 | PA      | $19006163.96   | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FS3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $3136864.28    | 0.00%             | 2041-11-04      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6748490.23    | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |        316000 | PA      | $408433.02     | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBE2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       2668000 | PA      | $1809535.74    | 0.00%             | 2048-03-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6271692.95    | 0.00%             | 2047-03-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17730446.20   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2457000 | PA      | $2597944.04    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     233063000 | PA      | $307403523.12  | 0.23%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WP CAREY INC                   | CUSIP: 92940NAB5<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |       8339000 | PA      | $9531528.54    | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                      | HYUNDAI CAP CAN                | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1501729.14    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18243143.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      14939000 | PA      | $10497805.29   | 0.01%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       5431000 | PA      | $6303681.22    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $10984950.22   | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                       | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |        238000 | PA      | $321945.81     | 0.00%             | 2027-06-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7798324.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       4408000 | PA      | $2856314.93    | 0.00%             | 2026-12-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     167126000 | PA      | $15849180.98   | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: AR0736298<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |       7500000 | PA      | $47735.88      | 0.00%             | 2028-02-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2162217.94    | 0.00%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Finance PLC                                                     | LEGAL & GENL FIN               | CUSIP: EC3157236<br>LEI: 213800AJC8I72ZCD2E71 | Long             | DBT              | CORP              | GB        |       3413000 | PA      | $4793959.16    | 0.00%             | 2031-12-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       1113000 | PA      | $719484.05     | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       2310000 | PA      | $1487348.83    | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      21925000 | PA      | $6646694.17    | 0.00%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                  | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |       1307000 | PA      | $1245601.94    | 0.00%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      61883000 | PA      | $39527422.03   | 0.03%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     640000000 | PA      | $21624549.99   | 0.02%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $3342219.82    | 0.00%             | 2031-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      86000000 | PA      | $53220260.66   | 0.04%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     252100000 | PA      | $64187416.97   | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      51634000 | PA      | $44036362.63   | 0.03%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $71289578.87   | 0.05%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $7560670.60    | 0.01%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |        700000 | PA      | $591895.14     | 0.00%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      16800000 | PA      | $18695771.11   | 0.01%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $16602320.08   | 0.01%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZAD8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2050000 | PA      | $1691772.75    | 0.00%             | 2035-12-03      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       2800000 | PA      | $1254832.25    | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $16359524.92   | 0.01%             | 2031-02-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12500000 | PA      | $14955811.72   | 0.01%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1890168.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |       5105000 | PA      | $3607387.99    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3509129.21    | 0.00%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $223520.86     | 0.00%             | 2028-07-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $11779627.37   | 0.01%             | 2031-08-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     380028000 | PA      | $443342068.45  | 0.33%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |       9800000 | PA      | $10801867.87   | 0.01%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19650.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      22000000 | PA      | $26600021.21   | 0.02%             | 2028-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       4459000 | PA      | $3319099.04    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     584000000 | PA      | $61466909.02   | 0.05%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $6103409.07    | 0.00%             | 2079-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       2073000 | PA      | $2053613.02    | 0.00%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       5500000 | PA      | $6537373.87    | 0.00%             | 2030-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      51149000 | PA      | $52312944.77   | 0.04%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| EQT AB                                                                          | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |       5400000 | PA      | $6052198.80    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      17067000 | PA      | $19236999.86   | 0.01%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       2501000 | PA      | $2854048.31    | 0.00%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       8500000 | PA      | $9902635.30    | 0.01%             | 2030-08-24      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     262516000 | PA      | $265770375.84  | 0.20%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6255832.87    | 0.00%             | 2045-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13406688.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     157924450 | PA      | $37310683.04   | 0.03%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      14320000 | PA      | $9718551.84    | 0.01%             | 2028-08-23      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                       | FINNING INTL INC               | CUSIP: 318071AG2<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |       6900000 | PA      | $5069232.80    | 0.00%             | 2028-05-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                        | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23431877.23   | 0.02%             | 2028-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                       | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3600921.38    | 0.00%             | 2029-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      17500000 | PA      | $19552814.71   | 0.01%             | 2027-05-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    8190000000 | PA      | $9460266.35    | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-160541.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6597.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                             | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $17808962.08   | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                    | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       4050000 | PA      | $4762830.74    | 0.00%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      62154000 | PA      | $46124266.43   | 0.03%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       2400000 | PA      | $3213537.73    | 0.00%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10101243.02   | 0.01%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     108531000 | PA      | $120076618.97  | 0.09%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5426872.60    | 0.00%             | 2028-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      20000000 | PA      | $15811670.81   | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $4039010.44    | 0.00%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      20000000 | PA      | $5255984.72    | 0.00%             | 2037-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $60103.32      | 0.00%             | 2031-07-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      20771000 | PA      | $15045593.92   | 0.01%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2355000 | PA      | $1741200.91    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6475084.32    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       6400000 | PA      | $4755186.08    | 0.00%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       7500000 | PA      | $8156581.75    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CH3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1455000 | PA      | $1665104.46    | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |       7275000 | PA      | $6256515.44    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                        | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7629121.01    | 0.01%             | 2030-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5770589.79    | 0.00%             | 2033-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75969000 | PA      | $54589280.70   | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8249637.00    | 0.01%             | 2028-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                      | ASPIRE DEFENCE                 | CUSIP: N/A<br>LEI: 213800EQV9JHWCGV7H79       | Long             | DBT              | CORP              | GB        |       1254322 | PA      | $1580423.79    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                     | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |       4998000 | PA      | $5369372.98    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       8708000 | PA      | $6337617.27    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       1100000 | PA      | $1442563.87    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       7774000 | PA      | $5934591.10    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23595859.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      54065435 | PA      | $62876271.36   | 0.05%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      17220000 | PA      | $12260391.99   | 0.01%             | 2030-04-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      19044000 | PA      | $24508750.29   | 0.02%             | 2028-07-22      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Manchester                                                        | UNIV OF MANCHEST               | CUSIP: EJ7285376<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |        957000 | PA      | $989264.05     | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       3650000 | PA      | $2646145.26    | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      11400000 | PA      | $13390343.77   | 0.01%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       8000000 | PA      | $9786253.50    | 0.01%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        238000 | PA      | $360277.62     | 0.00%             | 2033-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7030600000 | PA      | $31370153.07   | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6000522.15    | 0.00%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: ZP3538151<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |      36570000 | PA      | $38545148.24   | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                   | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       4461000 | PA      | $5064192.90    | 0.00%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1483113.47    | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AF0<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $848176.66     | 0.00%             | 2037-10-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12160750000 | PA      | $68638244.73   | 0.05%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      61370000 | PA      | $76529565.22   | 0.06%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KG2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       1872000 | PA      | $1009336.54    | 0.00%             | 2058-06-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      22578699 | PA      | $14635757.82   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: AX7282384<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6116515.46    | 0.00%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                    | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       7930000 | PA      | $8877648.37    | 0.01%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      33250000 | PA      | $24219764.18   | 0.02%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                    | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $4699013.10    | 0.00%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      11000000 | PA      | $12666280.03   | 0.01%             | 2030-10-22      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BS0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3985966.77    | 0.00%             | 2027-03-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                                          | FRESHWATER FIN                 | CUSIP: EF7379946<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |       2108000 | PA      | $2482909.69    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      14100000 | PA      | $14620625.04   | 0.01%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      14000000 | PA      | $14810663.40   | 0.01%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1599519.45    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Athabasca Indigenous Midstream LP                                               | ATHABASCA MID LP               | CUSIP: 04682BAA0<br>LEI: 254900DBGQ581W2ALB89 | Long             | DBT              | CORP              | CA        |        389722 | PA      | $303353.07     | 0.00%             | 2042-02-05      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $6336513.88    | 0.00%             | 2041-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8000000000 | PA      | $51263892.03   | 0.04%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $10808688.81   | 0.01%             | 2032-01-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      15450000 | PA      | $11057556.91   | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9321550000 | PA      | $61511372.70   | 0.05%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                         | TRITAX BIG BOX                 | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1515266.04    | 0.00%             | 2033-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21400000 | PA      | $15513825.90   | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       3987000 | PA      | $4844130.97    | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: EJ3468919<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |     148395000 | PA      | $173089470.44  | 0.13%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       1500000 | PA      | $1652136.84    | 0.00%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 07813ZAL8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $2057765.41    | 0.00%             | 2031-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     118468000 | PA      | $70051565.51   | 0.05%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       4395000 | PA      | $3132531.82    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-187                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     195000000 | PA      | $225984412.71  | 0.17%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5370617.91    | 0.00%             | 2028-12-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      13000000 | PA      | $15614494.46   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   58000000000 | PA      | $41127632.08   | 0.03%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      11000000 | PA      | $11441332.07   | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4124898.85    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12019000 | PA      | $5344803.58    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-427036.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1853000 | PA      | $2431993.34    | 0.00%             | 2027-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4437848.29    | 0.00%             | 2028-09-14      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: AU2694738<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1132014.74    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 021374AF0<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1084307.97    | 0.00%             | 2054-05-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3619116.34    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4814924.05    | 0.00%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $95908783.89   | 0.07%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                  | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      31700000 | PA      | $37910801.73   | 0.03%             | 2028-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |       2200000 | PA      | $2510326.52    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       9500000 | PA      | $10309734.82   | 0.01%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4644511.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $5839152.30    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4217000 | PA      | $4736348.08    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: AT5926718<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $808962.69     | 0.00%             | 2048-07-31      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      24867000 | PA      | $27867426.04   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  446806000000 | PA      | $29565265.86   | 0.02%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866HB6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       2200000 | PA      | $1682865.02    | 0.00%             | 2033-08-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       2900000 | PA      | $3263694.84    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     959882000 | PA      | $28866304.14   | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1925596.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68554000 | PA      | $16346265.88   | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27813.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      71028000 | PA      | $98089983.53   | 0.07%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2413000 | PA      | $2291103.40    | 0.00%             | 2033-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10575413.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       1191000 | PA      | $1438011.14    | 0.00%             | 2057-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $4620969.47    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       9800000 | PA      | $9867529.57    | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     420000000 | PA      | $487992367.15  | 0.36%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9337900000 | PA      | $61794290.96   | 0.05%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9359988.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                         | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |       4367000 | PA      | $5818177.33    | 0.00%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   35000000000 | PA      | $24670186.35   | 0.02%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |        502000 | PA      | $644790.87     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1924000 | PA      | $1052347.96    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7284000 | PA      | $4810343.59    | 0.00%             | 2029-03-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       6172000 | PA      | $5965448.30    | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5893644.40    | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                               | OPB FINANCE TR                 | CUSIP: 67103MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $666964.10     | 0.00%             | 2042-07-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $21381332.07   | 0.02%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                     | ASN BANK NV                    | CUSIP: QZ8314606<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2526268.81    | 0.00%             | 2031-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      23000000 | PA      | $22935528.02   | 0.02%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: AO1139366<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       9818000 | PA      | $9783774.85    | 0.01%             | 2037-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       1219000 | PA      | $1089975.40    | 0.00%             | 2036-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                        | BLACKROCK INC                  | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |       7511000 | PA      | $8936845.57    | 0.01%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |      25000000 | PA      | $29075865.70   | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $8588007.37    | 0.01%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                  | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       3100000 | PA      | $3399030.94    | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     434000000 | PA      | $2747189.87    | 0.00%             | 2028-05-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                      | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6461048.81    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       4887000 | PA      | $5592460.12    | 0.00%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      20400000 | PA      | $23980062.84   | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-188                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     200000000 | PA      | $233037232.90  | 0.17%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       4136000 | PA      | $3691808.32    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       5549000 | PA      | $6799257.59    | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $186320.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        652000 | PA      | $322904.91     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BK4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       1228000 | PA      | $1419942.25    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6737680.99    | 0.01%             | 2035-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14640000 | PA      | $17867212.67   | 0.01%             | 2030-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       2028000 | PA      | $2547707.75    | 0.00%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     317146697 | PA      | $368755644.45  | 0.28%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     160000000 | PA      | $735408.32     | 0.00%             | 2055-03-19      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |       4669000 | PA      | $4525474.29    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      87741000 | PA      | $102700557.02  | 0.08%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4375000 | PA      | $3047314.85    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CPIF Finance Pty Ltd                                                            | CPIF FINANCE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       3800000 | PA      | $2205361.32    | 0.00%             | 2030-10-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4448128.91    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     476380000 | PA      | $27738990.59   | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3898996.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7522411.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $7399567.01    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: AZ1695297<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      25500000 | PA      | $5308327.19    | 0.00%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      12837000 | PA      | $14722624.42   | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $24008414.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      30000000 | PA      | $18639557.93   | 0.01%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co II LP                                         | NORTHWESTERN HYD               | CUSIP: 66815PAA8<br>LEI: 5493009PMN30L0XHJ570 | Long             | DBT              | CORP              | CA        |       2040000 | PA      | $1324170.10    | 0.00%             | 2036-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       3000000 | PA      | $3894868.06    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      68000000 | PA      | $68151806.78   | 0.05%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3900000 | PA      | $4666050.08    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      94095324 | PA      | $55047796.12   | 0.04%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11866902.35   | 0.01%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                   | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |       9800000 | PA      | $11452823.02   | 0.01%             | 2031-01-22      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: BG7387338<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $682566.87     | 0.00%             | 2050-03-31      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2815997.00    | 0.00%             | 2027-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      20000000 | PA      | $23513192.08   | 0.02%             | 2028-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $5881134.12    | 0.00%             | 2031-04-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-277628.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                           | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7847215.15    | 0.01%             | 2041-07-31      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                       | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |       5262000 | PA      | $5432783.95    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $9600265.66    | 0.01%             | 2032-04-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5700000 | PA      | $6081466.89    | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       3000000 | PA      | $3275387.69    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6175771.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2918746.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     113902000 | PA      | $27739640.86   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11590547.58   | 0.01%             | 2032-01-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBS4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2109000 | PA      | $1304742.84    | 0.00%             | 2048-05-11      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17556540.37   | 0.01%             | 2027-08-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                          | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |       8700000 | PA      | $9810839.80    | 0.01%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORGWARNER INC                 | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       4629000 | PA      | $4742629.44    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 62895ZAP5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       3428000 | PA      | $2015098.19    | 0.00%             | 2048-03-30      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      68082000 | PA      | $84505841.00   | 0.06%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      50862000 | PA      | $65500933.98   | 0.05%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $20218990.36   | 0.02%             | 2031-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                              | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |       3200000 | PA      | $3385339.86    | 0.00%             | 2029-11-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |        735000 | PA      | $474925.35     | 0.00%             | 2028-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      10481000 | PA      | $7096811.35    | 0.01%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     129364000 | PA      | $144350935.55  | 0.11%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3172216.60    | 0.00%             | 2028-07-27      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |       8000000 | PA      | $9568342.70    | 0.01%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10465.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZR4755156<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      24400000 | PA      | $151192.89     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        884000 | PA      | $953526.13     | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FP7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4650000 | PA      | $3634264.68    | 0.00%             | 2035-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       7402000 | PA      | $5459554.87    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      21000000 | PA      | $20007323.82   | 0.01%             | 2032-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |        977000 | PA      | $1097917.38    | 0.00%             | 2027-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      85351000 | PA      | $29968482.04   | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $681454.44     | 0.00%             | 2030-12-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FortisBC Inc                                                                    | FORTISBC INC                   | CUSIP: 34958ZAC7<br>LEI: 894500C61ICFDNRMGI86 | Long             | DBT              | CORP              | CA        |       1029000 | PA      | $658661.17     | 0.00%             | 2044-10-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       1970000 | PA      | $1270201.96    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       5415000 | PA      | $3845619.84    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                                     | PFIZER NETHERLAN               | CUSIP: 71708LAD1<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5949711.03    | 0.00%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9398922.50    | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      55510000 | PA      | $57555792.59   | 0.04%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2381000 | PA      | $1696165.63    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                | FAIR HYDRO                     | CUSIP: 30324RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3800000 | PA      | $2567249.98    | 0.00%             | 2038-05-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10144111.23   | 0.01%             | 2027-03-17      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      12000000 | PA      | $14241639.71   | 0.01%             | 2036-05-20      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      14013000 | PA      | $14033492.15   | 0.01%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13026278.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      85000000 | PA      | $15666814.18   | 0.01%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       6515000 | PA      | $7769453.43    | 0.01%             | 2033-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      18300000 | PA      | $21682091.08   | 0.02%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2631187.71    | 0.00%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37296000 | PA      | $30303068.77   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                  | TATRA BANKA AS                 | CUSIP: N/A<br>LEI: 3157002JBFAI478MD587       | Long             | DBT              | CORP              | SK        |      30000000 | PA      | $34788316.97   | 0.03%             | 2028-10-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7108802.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                               | GIBSON ENERGY                  | CUSIP: 37482ZAA9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       5347000 | PA      | $3827509.97    | 0.00%             | 2029-09-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      23697000 | PA      | $16712115.16   | 0.01%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                          | GM FIN CAD                     | CUSIP: 37045YAN4<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       3328000 | PA      | $2442464.41    | 0.00%             | 2030-02-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $1380926.58    | 0.00%             | 2030-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5771345.93    | 0.00%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2345000 | PA      | $1996120.55    | 0.00%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1778000000000 | PA      | $110585302.69  | 0.08%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      19800000 | PA      | $23142056.49   | 0.02%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bevco Lux Sarl                                                                  | BEVCO LUX SARL                 | CUSIP: N/A<br>LEI: 529900A04GL02604LJ24       | Long             | DBT              | CORP              | LU        |       3786000 | PA      | $3979462.76    | 0.00%             | 2030-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $15613741.20   | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $13123533.75   | 0.01%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5149000 | PA      | $5718998.12    | 0.00%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                            | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $2908957.07    | 0.00%             | 2064-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $8189716.45    | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5908511.28    | 0.00%             | 2027-04-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: AS3795851<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     102850000 | PA      | $25380118.66   | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $17352.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     243700000 | PA      | $250373145.52  | 0.19%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     274660000 | PA      | $66122958.74   | 0.05%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       8049000 | PA      | $5612888.42    | 0.00%             | 2029-02-28      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       1800000 | PA      | $1146662.20    | 0.00%             | 2038-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       9950000 | PA      | $11238885.16   | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      42435000 | PA      | $23007220.78   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                       | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6903255.78    | 0.01%             | 2034-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      21508000 | PA      | $24632399.91   | 0.02%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      25000000 | PA      | $28591700.80   | 0.02%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $14082432.92   | 0.01%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2246676.48    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       4600000 | PA      | $3061490.14    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4465204.78    | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     832490000 | PA      | $36448096.46   | 0.03%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $3874201.82    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Riverside Finance Plc                                                           | RIVERSIDE FINANC               | CUSIP: EK6192778<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |       1093000 | PA      | $1077118.95    | 0.00%             | 2044-12-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2319221.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DekaBank Deutsche Girozentrale                                                  | DEKABANK                       | CUSIP: ZQ6159698<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2819479.44    | 0.00%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6707600000 | PA      | $30165910.90   | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11448362.43   | 0.01%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $6637134.98    | 0.00%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |      22500000 | PA      | $26421756.39   | 0.02%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SCOTTISH & SOUTH               | CUSIP: EH5062086<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       3272000 | PA      | $4533837.12    | 0.00%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     113579038 | PA      | $128965529.26  | 0.10%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $20409071.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      17863000 | PA      | $17935535.76   | 0.01%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2649904.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                               | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |       5210000 | PA      | $5345002.31    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12862190.64   | 0.01%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $70073104.93   | 0.05%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      29680000 | PA      | $42591834.51   | 0.03%             | 2043-06-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                         | MANULIFE BK CAN                | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       4450000 | PA      | $3223295.02    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: ZR6339934<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      19550000 | PA      | $20527822.24   | 0.02%             | 2029-09-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                        | CLOVERIE PLC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5581969.56    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                     | BC INV MAN                     | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      16000000 | PA      | $12626406.47   | 0.01%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6219211.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $30422539.39   | 0.02%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12873713.47   | 0.01%             | 2029-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    2202870000 | PA      | $100529551.52  | 0.08%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4700000 | PA      | $3601403.36    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1273509.96    | 0.00%             | 2029-09-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16848200000 | PA      | $84999655.50   | 0.06%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      37804000 | PA      | $44237598.80   | 0.03%             | 2028-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $1455652.25    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2329859.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      32628000 | PA      | $35762697.36   | 0.03%             | 2029-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                        | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |       1093000 | PA      | $1127078.09    | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6593371.97    | 0.00%             | 2030-05-12      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $7634624.92    | 0.01%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3370783.61    | 0.00%             | 2031-09-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                 | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3382877.73    | 0.00%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      16500000 | PA      | $19508224.22   | 0.01%             | 2029-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA PWR                | CUSIP: 66988ZAX7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       2300000 | PA      | $1811409.03    | 0.00%             | 2035-11-14      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5266755.25    | 0.00%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      23496206 | PA      | $31250861.80   | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      98191213 | PA      | $101943235.42  | 0.08%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $600831.87     | 0.00%             | 2032-11-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $7229315.94    | 0.01%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       4786000 | PA      | $4938656.54    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3645533.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       3244000 | PA      | $2133555.12    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       7346000 | PA      | $3273876.01    | 0.00%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     154557000 | PA      | $132492502.95  | 0.10%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     145000000 | PA      | $21296566.69   | 0.02%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1295117.78    | 0.00%             | 2030-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23484646.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7033132.46    | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2173106.14    | 0.00%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                          | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |       3696000 | PA      | $3968017.26    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50000000000 | PA      | $35986088.79   | 0.03%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $43998.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12190000 | PA      | $13760694.44   | 0.01%             | 2027-07-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19503000 | PA      | $21776179.92   | 0.02%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      50000000 | PA      | $11741500.07   | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       3301000 | PA      | $4099197.25    | 0.00%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  120000000000 | PA      | $78551633.62   | 0.06%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                         | A2A SPA                        | CUSIP: AZ5661402<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5439070.92    | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6930886.41    | 0.01%             | 2031-02-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: AQ6887402<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       3700000 | PA      | $4183248.49    | 0.00%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIA Outlets BV                                                                  | VIA OUTLETS BV                 | CUSIP: N/A<br>LEI: 2594009AT1MND8D7E216       | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2677475.33    | 0.00%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       7316000 | PA      | $8087514.60    | 0.01%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $4708001.42    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                 | CUSIP: 559222BB9<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       2125000 | PA      | $1584346.55    | 0.00%             | 2029-05-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5713000 | PA      | $3741614.39    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      13582223 | PA      | $15806211.31   | 0.01%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $231186.26     | 0.00%             | 2057-03-19      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5627139.77    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1500000000 | PA      | $55061360.75   | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6740105.54    | 0.01%             | 2030-01-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12380155.33   | 0.01%             | 2035-01-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      11800000 | PA      | $11394369.30   | 0.01%             | 2033-02-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      10967000 | PA      | $6681938.85    | 0.00%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $69967584.19   | 0.05%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      62019000 | PA      | $82633515.00   | 0.06%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |        500000 | PA      | $614909.57     | 0.00%             | 2029-11-15      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     124730000 | PA      | $83906832.57   | 0.06%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                               | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       3800000 | PA      | $4478092.69    | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     199400000 | PA      | $1313363.48    | 0.00%             | 2027-06-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       6150000 | PA      | $6168350.06    | 0.00%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       1818000 | PA      | $1975416.56    | 0.00%             | 2029-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                        | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |        800000 | PA      | $933708.70     | 0.00%             | 2034-01-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-350751.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   63000000000 | PA      | $47559682.75   | 0.04%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YAK7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        100000 | PA      | $114283.66     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $4682231.77    | 0.00%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68162000 | PA      | $17380034.00   | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      16683000 | PA      | $17347654.00   | 0.01%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75008000 | PA      | $86444099.03   | 0.06%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       5636000 | PA      | $6606906.61    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11804087.53   | 0.01%             | 2032-09-12      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       3600000 | PA      | $2723293.03    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     149793000 | PA      | $78266044.17   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: EK7852644<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      11760000 | PA      | $14784235.07   | 0.01%             | 2029-07-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       2198000 | PA      | $2700337.54    | 0.00%             | 2029-05-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       9303000 | PA      | $11209382.39   | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |       9500000 | PA      | $10753884.89   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       2800000 | PA      | $3317164.39    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                                       | EMIRATES TELECOM               | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | DBT              | CORP              | AE        |       2265000 | PA      | $2465591.68    | 0.00%             | 2028-05-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      38985000 | PA      | $22373937.76   | 0.02%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co III LP                                        | NORTHWESTERN HYD               | CUSIP: 66816DAA4<br>LEI: 549300RT75SCBKVO3335 | Long             | DBT              | CORP              | CA        |       2147000 | PA      | $1367655.76    | 0.00%             | 2038-12-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3146000 | PA      | $3089844.64    | 0.00%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12226763.15   | 0.01%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4584664.50    | 0.00%             | 2026-12-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3357043.04    | 0.00%             | 2035-04-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     116950000 | PA      | $26143631.99   | 0.02%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     264020000 | PA      | $69522354.13   | 0.05%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       5326000 | PA      | $5808629.81    | 0.00%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       4200000 | PA      | $3684405.59    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1764631.74    | 0.00%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $118602.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |      58761000 | PA      | $2002115.30    | 0.00%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      11800000 | PA      | $12755428.06   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |        450000 | PA      | $455140.53     | 0.00%             | 2052-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3450131.75    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4362500000 | PA      | $26387344.57   | 0.02%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3040906.40    | 0.00%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       2953000 | PA      | $3290254.94    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1788800.63    | 0.00%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      54885000 | PA      | $37713095.55   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1990740000 | PA      | $109067713.96  | 0.08%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        951000 | PA      | $1060964.72    | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                               | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |     250000000 | PA      | $27150864.45   | 0.02%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       4200000 | PA      | $4872155.11    | 0.00%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12700913.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       7190000 | PA      | $4872145.57    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3660252.36    | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     151446000 | PA      | $179666491.55  | 0.13%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $31820326.39   | 0.02%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Central 1 Credit Union                                                          | CENTRAL 1 CREDIT               | CUSIP: 154728AT6<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1468920.89    | 0.00%             | 2028-02-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       6423000 | PA      | $7701960.77    | 0.01%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: ZS5870457<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     146959000 | PA      | $38378093.71   | 0.03%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                    | ALLIANDER                      | CUSIP: AZ1871237<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2018811.71    | 0.00%             | 2032-06-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       2592000 | PA      | $2934534.46    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |      99818000 | PA      | $7847181.99    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                               | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      14200000 | PA      | $16552756.91   | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $11122036.48   | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8848700000 | PA      | $57836667.27   | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $543217.98     | 0.00%             | 2030-09-04      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      10000000 | PA      | $1565963.25    | 0.00%             | 2074-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4664757.49    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      96709000 | PA      | $25760102.46   | 0.02%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                        | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $3764800.83    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2800000 | PA      | $3322454.13    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       2000000 | PA      | $2266402.79    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      30380000 | PA      | $35554145.07   | 0.03%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       1631000 | PA      | $1208627.22    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       5600000 | PA      | $7513493.40    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       2700000 | PA      | $2065006.70    | 0.00%             | 2031-09-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       2776000 | PA      | $2825455.76    | 0.00%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                    | OMNICOM FIN HOL                | CUSIP: 68217VAB3<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       2231000 | PA      | $2343016.99    | 0.00%             | 2031-07-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                               | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3092136.51    | 0.00%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $14236570.82   | 0.01%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAR9<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |        992000 | PA      | $670773.56     | 0.00%             | 2043-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8265000 | PA      | $5892063.23    | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125594.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     703592000 | PA      | $21969040.60   | 0.02%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11945317.13   | 0.01%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7225492.73    | 0.01%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       6000000 | PA      | $4151964.23    | 0.00%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      22060000 | PA      | $14529667.10   | 0.01%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288ED0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       8100000 | PA      | $5762478.20    | 0.00%             | 2042-12-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      17363000 | PA      | $16707459.02   | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                       | SCOTLAND GAS NET               | CUSIP: N/A<br>LEI: 549300Y7M5CC1U5DBX07       | Long             | DBT              | CORP              | GB        |       1655000 | PA      | $2143970.41    | 0.00%             | 2027-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |        382000 | PA      | $429154.32     | 0.00%             | 2028-07-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       5100000 | PA      | $3361437.62    | 0.00%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                       | VENTAS CANADA FI               | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $709575.13     | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                               | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |       6910000 | PA      | $7810695.17    | 0.01%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6629333.84    | 0.00%             | 2040-07-30      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5951527.61    | 0.00%             | 2028-03-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      63732000 | PA      | $80717434.63   | 0.06%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      31454000 | PA      | $33290661.46   | 0.02%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3599750000 | PA      | $24014198.30   | 0.02%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       7400000 | PA      | $8378957.89    | 0.01%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $17126267.63   | 0.01%             | 2027-07-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $9277979.08    | 0.01%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $130534.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7984000 | PA      | $7531059.57    | 0.01%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAK8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       3470000 | PA      | $2572699.86    | 0.00%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       8170000 | PA      | $9374878.33    | 0.01%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      35982000 | PA      | $30429825.14   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $45384089.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       4550000 | PA      | $3740097.41    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      41639657 | PA      | $54379562.04   | 0.04%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |       4688000 | PA      | $5230685.91    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     150000000 | PA      | $16134972.76   | 0.01%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                           | TRANSURBAN QLD                 | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |        740000 | PA      | $437953.49     | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7879508.30    | 0.01%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance PLC                                                           | RIO TINTO FINANC               | CUSIP: EJ4698381<br>LEI: 2138009113L7IDGEM175 | Long             | DBT              | CORP              | GB        |        400000 | PA      | $520631.73     | 0.00%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24325.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $14558537.23   | 0.01%             | 2027-12-01      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      12000000 | PA      | $8363983.37    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Edenred SE                                                                      | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2914316.89    | 0.00%             | 2032-08-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      22321000 | PA      | $13886579.69   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11194652.63   | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       7899000 | PA      | $7885842.68    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1528233.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      12243000 | PA      | $3031812.32    | 0.00%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $6461590.24    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4806000 | PA      | $5757724.49    | 0.00%             | 2029-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2420161.69    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |         85000 | PA      | $60083.21      | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5263791.88    | 0.00%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       1700000 | PA      | $1495850.33    | 0.00%             | 2042-06-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1100000000 | PA      | $5965820.13    | 0.00%             | 2036-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11530000 | PA      | $9131987.63    | 0.01%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                      | KOJAMO OYJ                     | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |       3762000 | PA      | $4007806.21    | 0.00%             | 2029-05-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      70758000 | PA      | $82347099.25   | 0.06%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |       2700000 | PA      | $3396253.76    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1830122.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1203603.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234KG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $5644622.82    | 0.00%             | 2027-06-02      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       7290000 | PA      | $5421573.85    | 0.00%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       3788000 | PA      | $4405144.22    | 0.00%             | 2034-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AN7<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3619261.35    | 0.00%             | 2029-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-167566.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      55822000 | PA      | $15131626.09   | 0.01%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     123262558 | PA      | $90236090.33   | 0.07%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7151554.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      22936000 | PA      | $26461543.58   | 0.02%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                    | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |       2500000 | PA      | $2647862.53    | 0.00%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $3976293.01    | 0.00%             | 2027-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $10096899.54   | 0.01%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    1000000000 | PA      | $6372304.20    | 0.00%             | 2027-05-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12721500000 | PA      | $38907557.44   | 0.03%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |       3300000 | PA      | $3735163.66    | 0.00%             | 2027-01-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      13913000 | PA      | $15047382.12   | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8251747.65    | 0.01%             | 2028-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      17896000 | PA      | $20721529.39   | 0.02%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     212549000 | PA      | $230862984.61  | 0.17%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Basque Government                                                               | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9000000 | PA      | $10781806.34   | 0.01%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      12070000 | PA      | $8721395.34    | 0.01%             | 2032-05-03      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     293810000 | PA      | $30594322.96   | 0.02%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     130000000 | PA      | $827222.28     | 0.00%             | 2034-09-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       9200000 | PA      | $10396992.78   | 0.01%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      18700000 | PA      | $18209597.67   | 0.01%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                 | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11496683.83   | 0.01%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11242500000 | PA      | $55502918.86   | 0.04%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                         | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $7853362.53    | 0.01%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                       | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |       7700000 | PA      | $9746880.62    | 0.01%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9052690.40    | 0.01%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       1000000 | PA      | $1118311.58    | 0.00%             | 2029-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       2132000 | PA      | $2642057.88    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2625835.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                     | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |       1922000 | PA      | $2657486.06    | 0.00%             | 2031-12-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   60000000000 | PA      | $44166131.60   | 0.03%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5598230.57    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4347333.78    | 0.00%             | 2035-03-05      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $18326622.55   | 0.01%             | 2031-03-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BH8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       4318000 | PA      | $4949480.49    | 0.00%             | 2028-02-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-815722.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      18529000 | PA      | $20979622.50   | 0.02%             | 2027-02-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                  | AMPLIUS LIVING                 | CUSIP: N/A<br>LEI: 213800MK4P25WMPIZR12       | Long             | DBT              | CORP              | GB        |        912000 | PA      | $1137940.54    | 0.00%             | 2038-08-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5437573.57    | 0.00%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2889525.68    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       6192000 | PA      | $6799014.65    | 0.01%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                      | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |       7000000 | PA      | $7417900.08    | 0.01%             | 2029-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      84782000 | PA      | $44959210.33   | 0.03%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50000000000 | PA      | $38956097.56   | 0.03%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |       1024000 | PA      | $1074676.89    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $2030132.79    | 0.00%             | 2039-07-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $2991230.27    | 0.00%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       3250000 | PA      | $2567782.41    | 0.00%             | 2029-01-22      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                          | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |       2501000 | PA      | $2803362.47    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                            | ALBERTA POWER                  | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3943261 | PA      | $2532641.45    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $600054.32     | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4730883.31    | 0.00%             | 2033-05-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      13000000 | PA      | $9782237.92    | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      15000000 | PA      | $17641541.97   | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8500000000 | PA      | $52203981.90   | 0.04%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      51734910 | PA      | $58634641.25   | 0.04%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Ellevio AB                                                                      | ELLEVIO AB                     | CUSIP: N/A<br>LEI: 635400VVAMAJWNK9IT79       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $8427387.08    | 0.01%             | 2034-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       7600000 | PA      | $9252324.55    | 0.01%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                  | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $11210948.50   | 0.01%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      20000000 | PA      | $24419804.91   | 0.02%             | 2031-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9640000 | PA      | $6252397.03    | 0.00%             | 2028-04-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       2800000 | PA      | $3206400.94    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      35904000 | PA      | $23702888.74   | 0.02%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                         | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |       2903000 | PA      | $3200859.28    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                       | METSO OYJ                      | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | DBT              | CORP              | FI        |       1500000 | PA      | $1656695.46    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $27867336.73   | 0.02%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4459000 | PA      | $5187568.30    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9429823.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $555830.77     | 0.00%             | 2036-04-30      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       8727000 | PA      | $10455528.74   | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5059.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                  | PACIFIC LIFE GF                | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $1831941.82    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAM7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1035000 | PA      | $662669.49     | 0.00%             | 2048-11-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      87493000 | PA      | $93154656.58   | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $6789190.61    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |       4600000 | PA      | $5117219.12    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                            | AMCOR UK FINANCE               | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2766522.48    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16830124.74   | 0.01%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      74099000 | PA      | $87282476.91   | 0.07%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                      | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2539232.98    | 0.00%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4751032.20    | 0.00%             | 2033-07-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2873000 | PA      | $1581309.19    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: AZ1702481<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       2156000 | PA      | $1979723.19    | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       3553000 | PA      | $3424537.14    | 0.00%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $374398.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       3900000 | PA      | $4403380.90    | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       6000000 | PA      | $7063166.15    | 0.01%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2187988.09    | 0.00%             | 2035-02-01      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21535000 | PA      | $12324045.57   | 0.01%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       9163000 | PA      | $20551223.87   | 0.02%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3184000 | PA      | $2297853.45    | 0.00%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3397354.08    | 0.00%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12972323.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEY6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      12276000 | PA      | $12291958.29   | 0.01%             | 2032-03-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sun Life Capital Trust                                                          | SUN LIFE CAP TR                | CUSIP: 86679QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        900000 | PA      | $734342.06     | 0.00%             | 2052-06-30      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     151130000 | PA      | $7738692.24    | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      67556000 | PA      | $88330650.09   | 0.07%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAV3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      13000000 | PA      | $9829658.19    | 0.01%             | 2032-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      34229000 | PA      | $36171370.66   | 0.03%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: BVN14QDL2<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2381515.41    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: EH7910860<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    1130000000 | PA      | $7621574.67    | 0.01%             | 2029-04-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      24233000 | PA      | $25397601.06   | 0.02%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1925950000 | PA      | $12862549.12   | 0.01%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                       | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      13800000 | PA      | $15673926.06   | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       9700000 | PA      | $12090673.00   | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6019001.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       4478000 | PA      | $5282224.78    | 0.00%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     180000000 | PA      | $26812626.31   | 0.02%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          8954 | NC      | $-76804.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4868000 | PA      | $3813010.42    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Trillium Health Partners Volunteers                                             | TRILLIUM HEALTH                | CUSIP: 89620LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        635000 | PA      | $368086.03     | 0.00%             | 2058-12-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $11405883.70   | 0.01%             | 2033-04-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       1200000 | PA      | $1224116.02    | 0.00%             | 2030-07-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                        | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12617323.23   | 0.01%             | 2026-12-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2281599.14    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       7584000 | PA      | $5419143.94    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11643000000 | PA      | $51395183.20   | 0.04%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3814333.38    | 0.00%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       7280000 | PA      | $8150944.83    | 0.01%             | 2030-05-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |       1090000 | PA      | $1048165.94    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      15488000 | PA      | $17151784.52   | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4672904.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13541685.59   | 0.01%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12698733.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      16647000 | PA      | $17087118.95   | 0.01%             | 2032-11-04      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     606063000 | PA      | $17283441.67   | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5200000 | PA      | $5777369.47    | 0.00%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6989050000 | PA      | $47130468.88   | 0.04%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       9418000 | PA      | $11089258.98   | 0.01%             | 2035-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $32405126.21   | 0.02%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |       2500000 | PA      | $3069633.03    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $4624632.13    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      27912000 | PA      | $34687430.59   | 0.03%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      36500000 | PA      | $42286356.02   | 0.03%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: EI4162968<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       2850000 | PA      | $3852911.83    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11773043.20   | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3994570.10    | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                  | RED ELECTRICA                  | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | DBT              | CORP              | ES        |       6100000 | PA      | $7094800.91    | 0.01%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      22990700 | PA      | $14471957.37   | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                              | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $14641953.75   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC               | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       3706000 | PA      | $3682561.93    | 0.00%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12360690.94   | 0.01%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $597890.60     | 0.00%             | 2032-03-26      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     262280789 | PA      | $80550720.95   | 0.06%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1537000 | PA      | $1098097.32    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      43700000 | PA      | $32218205.51   | 0.02%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      23000000 | PA      | $26176393.73   | 0.02%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9648368.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      68975000 | PA      | $15725759.06   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-185518.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      55392000 | PA      | $14543105.84   | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5417226.66    | 0.00%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     124176000 | PA      | $109033792.21  | 0.08%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| EPH Financing International AS                                                  | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |       5000000 | PA      | $6195184.00    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                              | ENEOS HOLDINGS                 | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1216194.54    | 0.00%             | 2032-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $32437499.19   | 0.02%             | 2027-03-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      32146000 | PA      | $27466497.20   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $6011493.80    | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       8330000 | PA      | $6464653.06    | 0.00%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |        249000 | PA      | $276282.65     | 0.00%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DC5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5850119.18    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     110000000 | PA      | $736637.69     | 0.00%             | 2031-06-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8225564.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  300000000000 | PA      | $18638812.39   | 0.01%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5002203.81    | 0.00%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      12470000 | PA      | $7543287.08    | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59443000 | PA      | $44773210.98   | 0.03%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6762211.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                    | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6115331.28    | 0.00%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $404588.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: ZR1469322<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      10145000 | PA      | $5475333.87    | 0.00%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $16449925.42   | 0.01%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     401400000 | PA      | $18234563.54   | 0.01%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       4448000 | PA      | $2977419.31    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $9873114.54    | 0.01%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1827642.01    | 0.00%             | 2033-09-20      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6326000 | PA      | $4284563.20    | 0.00%             | 2045-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                          | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |       1100000 | PA      | $764042.72     | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       8840000 | PA      | $5966663.24    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       1737000 | PA      | $2202486.77    | 0.00%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3538000 | PA      | $3292753.49    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                 | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      13500000 | PA      | $14064277.30   | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                    | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |       4913000 | PA      | $5448346.58    | 0.00%             | 2027-11-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   25000000000 | PA      | $160238628.25  | 0.12%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FD5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       3093000 | PA      | $1973283.70    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     102768000 | PA      | $24199461.66   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZAF6<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1786608.97    | 0.00%             | 2032-10-15      | Fixed         | 6.98%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      27413000 | PA      | $30476879.86   | 0.02%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      33609203 | PA      | $32645782.78   | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Trillium Windpower LP                                                           | TRILLIUM WIND LP               | CUSIP: 89620MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        223794 | PA      | $168816.73     | 0.00%             | 2033-02-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11600013.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3653688.53    | 0.00%             | 2031-01-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      17300000 | PA      | $17116821.39   | 0.01%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON               | CUSIP: 075887BP3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       2833000 | PA      | $3247398.33    | 0.00%             | 2026-12-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                      | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3298572.56    | 0.00%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $9202639.98    | 0.01%             | 2029-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |       8086000 | PA      | $8609941.33    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      15100000 | PA      | $17184459.51   | 0.01%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7612766.75    | 0.01%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      12598000 | PA      | $13961720.15   | 0.01%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      14000000 | PA      | $14062135.91   | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       3359000 | PA      | $3778003.67    | 0.00%             | 2027-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     139312000 | PA      | $153464572.80  | 0.11%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       4000000 | PA      | $2681901.47    | 0.00%             | 2045-08-14      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5980678.70    | 0.00%             | 2033-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     386300000 | PA      | $2463682.08    | 0.00%             | 2027-10-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3070597.95    | 0.00%             | 2034-05-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     245519461 | PA      | $75870618.31   | 0.06%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       1219000 | PA      | $1367980.96    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6957691.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     325000000 | PA      | $33356704.82   | 0.02%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      31093000 | PA      | $31448924.15   | 0.02%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     136194574 | PA      | $155890296.27  | 0.12%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                  | SOUTH BOW CANADI               | CUSIP: 836720AC6<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3708431.43    | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Compass Group Finance Netherlands BV                                            | COMPASS GROUP                  | CUSIP: AU2922576<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4504516.31    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      12014000 | PA      | $12730514.89   | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3153.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2838.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      26250000 | PA      | $29536479.93   | 0.02%             | 2030-03-23      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      12000000 | PA      | $14229126.08   | 0.01%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2556421.99    | 0.00%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Co-operators Financial Services Ltd                                             | CO-OPERATORS FIN               | CUSIP: 18976JAC4<br>LEI: 549300SZ7EWHCKGFYB31 | Long             | DBT              | CORP              | CA        |       4972000 | PA      | $3490435.46    | 0.00%             | 2030-05-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8189000 | PA      | $5223265.97    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                      | DENSO CORP                     | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3176678.02    | 0.00%             | 2028-03-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $640167.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     170700000 | PA      | $1127016.21    | 0.00%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3654600000 | PA      | $24775882.98   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-791498.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQU3<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1519000 | PA      | $1105299.04    | 0.00%             | 2033-05-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       8727000 | PA      | $6119503.32    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       7700000 | PA      | $9107134.29    | 0.01%             | 2033-01-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     899997000 | PA      | $32161478.38   | 0.02%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     135750000 | PA      | $105002796.96  | 0.08%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| University of Ottawa                                                            | UNIV OF OTTAWA                 | CUSIP: 914771AC4<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |       1811000 | PA      | $840742.88     | 0.00%             | 2060-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       8000000 | PA      | $9146763.24    | 0.01%             | 2034-02-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       9771000 | PA      | $11177467.58   | 0.01%             | 2032-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      65000000 | PA      | $9634331.54    | 0.01%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | COASTAL GASLINK                | CUSIP: 19046FAL6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1467324.66    | 0.00%             | 2027-06-30      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       2958000 | PA      | $3187319.11    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAQ7<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1429253.86    | 0.00%             | 2028-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                      | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       8373000 | PA      | $9404943.21    | 0.01%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1119287.87    | 0.00%             | 2079-12-31      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       7600000 | PA      | $8566303.94    | 0.01%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       1547000 | PA      | $1764008.06    | 0.00%             | 2029-10-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                            | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       2091000 | PA      | $1974005.92    | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       6881000 | PA      | $7043390.35    | 0.01%             | 2030-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                          | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |       4200000 | PA      | $5278392.26    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      41356000 | PA      | $29815064.99   | 0.02%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2154000 | PA      | $1647628.55    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                     | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |       8108000 | PA      | $8014196.41    | 0.01%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     360000000 | PA      | $50665053.00   | 0.04%             | 2028-02-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $748551.70     | 0.00%             | 2029-06-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| City of Zurich Switzerland                                                      | CITY OF ZURICH                 | CUSIP: BVN077GR7<br>LEI: 50670000BEWAL237A323 | Long             | DBT              | NUSS              | CH        |      15000000 | PA      | $21892859.27   | 0.02%             | 2036-03-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |      21761000 | PA      | $25363810.68   | 0.02%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCD0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1877000 | PA      | $962086.99     | 0.00%             | 2050-02-28      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 921947AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7346000 | PA      | $5489446.79    | 0.00%             | 2026-12-07      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        714000 | PA      | $732934.58     | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      12600000 | PA      | $15320288.30   | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866ET0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       2800000 | PA      | $2174999.19    | 0.00%             | 2028-12-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      82900000 | PA      | $564210.48     | 0.00%             | 2030-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       3200000 | PA      | $3896770.14    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      16605000 | PA      | $9048125.49    | 0.01%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      10000000 | PA      | $5298084.45    | 0.00%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                   | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       3042000 | PA      | $3354749.21    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $5041691.31    | 0.00%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1547000 | PA      | $2324613.37    | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    8795000000 | PA      | $9833660.99    | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      40000000 | PA      | $47266550.33   | 0.04%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | COASTAL GASLINK                | CUSIP: 19046FAU6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3944061.17    | 0.00%             | 2047-03-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2852400000 | PA      | $19136363.10   | 0.01%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10287850000 | PA      | $66489805.12   | 0.05%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $6324751.94    | 0.00%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1264880.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12099778.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      29000000 | PA      | $34553928.23   | 0.03%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     216770000 | PA      | $240743212.97  | 0.18%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       7600000 | PA      | $7637542.46    | 0.01%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      77498000 | PA      | $18796914.14   | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2139033.57    | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       5571000 | PA      | $5799100.81    | 0.00%             | 2030-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 026657AT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5100000 | PA      | $5536266.37    | 0.00%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                 | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $8438653.66    | 0.01%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                       | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |       2501000 | PA      | $2665481.50    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       9100000 | PA      | $10735049.62   | 0.01%             | 2029-03-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10795374.30   | 0.01%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      30258253 | PA      | $34870578.31   | 0.03%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Plenary Health Care Partnerships Humber LP                                      | PLENARY HLTH HUM               | CUSIP: 72908WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1143745 | PA      | $847288.92     | 0.00%             | 2039-05-31      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                | INDIGO GROUP                   | CUSIP: N/A<br>LEI: 213800H5J9NKEXSUQX44       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $112448.91     | 0.00%             | 2028-04-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       2819000 | PA      | $2110289.41    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                 | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       3324000 | PA      | $3325384.29    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      21900000 | PA      | $26117313.68   | 0.02%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                              | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3671577.15    | 0.00%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     206084000 | PA      | $247256450.77  | 0.18%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      13500000 | PA      | $16793547.83   | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14434620.58   | 0.01%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CRB4<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1453000 | PA      | $991043.28     | 0.00%             | 2030-05-27      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                            | CORDELIO AMALCO                | CUSIP: 218493AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2993499 | PA      | $2130278.66    | 0.00%             | 2034-09-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      19600000 | PA      | $23022681.34   | 0.02%             | 2029-02-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3307776.55    | 0.00%             | 2040-12-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | ALLIED PROP REIT               | CUSIP: 019456AJ1<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $4579127.45    | 0.00%             | 2032-02-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       9500000 | PA      | $11369834.46   | 0.01%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                    | GRAINGER PLC                   | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | DBT              | CORP              | GB        |        900000 | PA      | $1086337.17    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3657391.60    | 0.00%             | 2032-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5062000 | PA      | $4678198.89    | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     143397037 | PA      | $115962750.11  | 0.09%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $2244313.79    | 0.00%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    7169000000 | PA      | $14206525.85   | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                 | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |       6502000 | PA      | $7395035.54    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6850000 | PA      | $9969060.05    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                       | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |        642000 | PA      | $784025.04     | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                             | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |       8300000 | PA      | $9437614.30    | 0.01%             | 2028-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                      | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5950174.97    | 0.00%             | 2028-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       2140000 | PA      | $1380292.86    | 0.00%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      19078000 | PA      | $23033487.81   | 0.02%             | 2028-07-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      81592000 | PA      | $63176266.46   | 0.05%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4015400000 | PA      | $26434404.00   | 0.02%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                     | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2559207.06    | 0.00%             | 2027-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                              | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4391639.14    | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     100000000 | PA      | $133126920.46  | 0.10%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2812.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5638980.27    | 0.00%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $12811410.77   | 0.01%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6318000 | PA      | $4551570.00    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                          | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       1100000 | PA      | $1170606.54    | 0.00%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       6500000 | PA      | $4270287.32    | 0.00%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $16720414.43   | 0.01%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       1800000 | PA      | $2113325.14    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      78930000 | PA      | $87370709.78   | 0.07%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1239261.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |       5680000 | PA      | $7550411.14    | 0.01%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                               | EATON CAPITAL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       3100000 | PA      | $3258099.41    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5256951.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestion Securite de Stocks Securite SA                                          | SAGESS                         | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | NUSS              | FR        |       6700000 | PA      | $7920031.63    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: ZR5457745<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       1276000 | PA      | $1626671.73    | 0.00%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |      50000000 | PA      | $4984814.61    | 0.00%             | 2029-05-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $7789009.83    | 0.01%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1790000000 | PA      | $10101779.22   | 0.01%             | 2035-09-28      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | MERLIN PROPERTIE               | CUSIP: QZ9801577<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $8021930.32    | 0.01%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                   | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |       5500000 | PA      | $4880901.16    | 0.00%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2303932.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     350302000 | PA      | $53425927.85   | 0.04%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $3978718.85    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                    | 3I GROUP                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | DBT              | CORP              | GB        |       1300000 | PA      | $1375730.77    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oma Saastopankki Oyj                                                            | OMA                            | CUSIP: N/A<br>LEI: 743700LE1ECAPXC5UT18       | Long             | DBT              | CORP              | FI        |       4800000 | PA      | $5266782.33    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                         | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4193990.50    | 0.00%             | 2048-05-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-107601.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      13649000 | PA      | $16013532.20   | 0.01%             | 2042-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      44701000 | PA      | $28864896.91   | 0.02%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       3684000 | PA      | $3808234.57    | 0.00%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1576940.43    | 0.00%             | 2038-09-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3062181.02    | 0.00%             | 2043-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6506887.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2622487.56    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10867276.50   | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10500000000 | PA      | $49740702.74   | 0.04%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      70286777 | PA      | $21053788.71   | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      17000000 | PA      | $19481478.07   | 0.01%             | 2044-01-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3390000 | PA      | $4418233.36    | 0.00%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      30524000 | PA      | $33047753.98   | 0.02%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6551914.66    | 0.00%             | 2034-12-06      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      28100000 | PA      | $20313291.75   | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                     | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $3616843.40    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Praemia Healthcare SACA                                                         | PRAEMIA HEALTHCR               | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |       8400000 | PA      | $8888786.65    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334BX1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1142483.59    | 0.00%             | 2027-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      14300000 | PA      | $16120583.64   | 0.01%             | 2027-01-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     497600000 | PA      | $3184137.27    | 0.00%             | 2027-07-16      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      41826000 | PA      | $48587151.50   | 0.04%             | 2027-11-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9544287.35    | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-558352.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $4037879.35    | 0.00%             | 2028-09-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4065000 | PA      | $4722856.66    | 0.00%             | 2039-07-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |        500000 | PA      | $663790.56     | 0.00%             | 2027-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: AZ5661865<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       4913000 | PA      | $5566847.05    | 0.00%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       4866000 | PA      | $4025360.51    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2408836.45    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cofiroute SA                                                                    | COFIROUTE SA                   | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6848322.32    | 0.01%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       3491000 | PA      | $3292462.72    | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       1725000 | PA      | $1229704.92    | 0.00%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7616298.11    | 0.01%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6931000 | PA      | $7864517.50    | 0.01%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2204000 | PA      | $1598808.52    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      15700000 | PA      | $11618911.18   | 0.01%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    2690000000 | PA      | $16609370.18   | 0.01%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                              | CCL INDS INC                   | CUSIP: 124900AC5<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |        795000 | PA      | $573477.42     | 0.00%             | 2028-04-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       2096000 | PA      | $2248831.84    | 0.00%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      13500000 | PA      | $15687700.36   | 0.01%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12031713.67   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       9000000 | PA      | $9861118.81    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4150000 | PA      | $3109969.56    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7217402.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      50000000 | PA      | $57554082.34   | 0.04%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11309925.70   | 0.01%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      18750000 | PA      | $13345652.56   | 0.01%             | 2030-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                 | SONY CORP                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1864773.21    | 0.00%             | 2029-10-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7499048.37    | 0.01%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      11435000 | PA      | $8551027.86    | 0.01%             | 2034-08-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                 | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |       8669000 | PA      | $10680021.36   | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1922698.07    | 0.00%             | 2027-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                          | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |       2188000 | PA      | $2349940.28    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       3206000 | PA      | $1591256.40    | 0.00%             | 2051-01-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JL6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2385935.06    | 0.00%             | 2028-03-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                        | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |       1508000 | PA      | $1718037.56    | 0.00%             | 2028-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBH5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1120877.86    | 0.00%             | 2055-10-29      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                               | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       3580000 | PA      | $2524868.21    | 0.00%             | 2038-11-08      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      21000000 | PA      | $24805070.28   | 0.02%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      90880000 | PA      | $20774270.28   | 0.02%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607L4C4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5419533.53    | 0.00%             | 2028-12-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Derby Healthcare PLC                                                            | DERBY HEALTHCARE               | CUSIP: ED1362265<br>LEI: 25490033UV5PQQ7FCV22 | Long             | DBT              | CORP              | GB        |       1477696 | PA      | $1925649.89    | 0.00%             | 2041-06-30      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1316550000 | PA      | $9086674.16    | 0.01%             | 2029-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133AX5<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       2756000 | PA      | $2929314.59    | 0.00%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: AW8539859<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   14475000000 | PA      | $14066630.08   | 0.01%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      52115000 | PA      | $53551768.82   | 0.04%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2295974.04    | 0.00%             | 2028-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      35847000 | PA      | $39412391.61   | 0.03%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| National Grid North America Inc                                                 | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5821982.42    | 0.00%             | 2034-11-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      17000000 | PA      | $19197136.24   | 0.01%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2813203.63    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       6816000 | PA      | $4577261.22    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1280397000 | PA      | $39107197.05   | 0.03%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      80000000 | PA      | $51818013.01   | 0.04%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      30216000 | PA      | $32693697.66   | 0.02%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3444501.08    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $4032364.57    | 0.00%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6367000 | PA      | $7245837.49    | 0.01%             | 2026-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1475050.44    | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      11670000 | PA      | $8698576.96    | 0.01%             | 2034-08-08      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      10000000 | PA      | $7919661.19    | 0.01%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: AZ9764293<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6207442.74    | 0.00%             | 2029-08-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQZ2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |          2000 | PA      | $1422.10       | 0.00%             | 2027-06-09      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3350000 | PA      | $3736459.04    | 0.00%             | 2033-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1385653.38    | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5252671.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |      17500000 | PA      | $18724148.36   | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $6117983.24    | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       3820000 | PA      | $2481363.50    | 0.00%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      17000000 | PA      | $11484187.40   | 0.01%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |       4181000 | PA      | $4817662.20    | 0.00%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      50376000 | PA      | $31150560.74   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Group Finance Co XI LLC                                                     | KKR GROUP                      | CUSIP: N/A<br>LEI: 549300ZNBIV68L4CNT87       | Long             | DBT              | CORP              | US        |     500000000 | PA      | $3243069.89    | 0.00%             | 2029-05-30      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6056311.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |        684000 | PA      | $484349.06     | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      10936000 | PA      | $13199333.98   | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607LSJ3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      18500000 | PA      | $13514011.59   | 0.01%             | 2026-12-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23857160.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onward Homes Ltd                                                                | ONWARD HOMES LTD               | CUSIP: N/A<br>LEI: 213800NXETOCMZOJPJ57       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1287393.34    | 0.00%             | 2053-03-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1010000000 | PA      | $6154088.40    | 0.00%             | 2048-03-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3395.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4710000 | PA      | $5320658.92    | 0.00%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $268728.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | KOREA DEV BANK                 | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |       5000000 | PA      | $5799721.29    | 0.00%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3120.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |        500000 | PA      | $624147.64     | 0.00%             | 2028-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      13498000 | PA      | $9557375.08    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |        582000 | PA      | $660904.26     | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                               | VOLVO TREAS AB                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |       7600000 | PA      | $8694710.95    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $23049898.22   | 0.02%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22606.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 31739ZAG0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       6253000 | PA      | $4991707.19    | 0.00%             | 2034-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      47218025 | PA      | $54345439.60   | 0.04%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       6700000 | PA      | $6631620.41    | 0.00%             | 2031-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $2315034.01    | 0.00%             | 2035-03-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAB7<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $701759.86     | 0.00%             | 2028-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |      39655000 | PA      | $43317819.38   | 0.03%             | 2029-03-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                  | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11733978.74   | 0.01%             | 2027-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       7217000 | PA      | $8359235.67    | 0.01%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     204714000 | PA      | $208425967.05  | 0.16%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4235596.60    | 0.00%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     155928000 | PA      | $183321593.72  | 0.14%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |        510000 | PA      | $319795.00     | 0.00%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       2750000 | PA      | $2123599.59    | 0.00%             | 2035-07-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      17000000 | PA      | $20429210.34   | 0.02%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 2 PLC                                                           | THFC FUNDING 2                 | CUSIP: N/A<br>LEI: 2138009P1ZT8JPYGUB82       | Long             | DBT              | CORP              | GB        |       1184000 | PA      | $1680002.10    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      14700000 | PA      | $15450549.47   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                | CIRCLE ANGLIA                  | CUSIP: EJ0428734<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1212827.88    | 0.00%             | 2044-03-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1309796.83    | 0.00%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      14779000 | PA      | $15500466.96   | 0.01%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAN8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1922372.68    | 0.00%             | 2030-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23782692.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                             | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $11271894.99   | 0.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      10892000 | PA      | $12511729.99   | 0.01%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $845917.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       3713000 | PA      | $4092639.60    | 0.00%             | 2028-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1802000 | PA      | $1095620.11    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       1400000 | PA      | $1467050.14    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                | CUSIP: ZR4205764<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1116447.91    | 0.00%             | 2031-09-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      10439000 | PA      | $11614711.38   | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      12600000 | PA      | $12710970.32   | 0.01%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3700000000 | PA      | $22954213.22   | 0.02%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $652931.74     | 0.00%             | 2040-02-29      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TCHC Issuer Trust                                                               | TCHC ISSUER TRUS               | CUSIP: 87228VAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       1018000 | PA      | $801632.08     | 0.00%             | 2040-02-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAG9<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |        460000 | PA      | $335413.85     | 0.00%             | 2056-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6209961.09    | 0.00%             | 2028-01-21      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   65000000000 | PA      | $45197288.65   | 0.03%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: AO1324471<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $6001554.33    | 0.00%             | 2032-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3063308.83    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                               | AUSTRIA REP OF                 | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |        798000 | PA      | $632770.56     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      13600000 | PA      | $15666708.84   | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7147000 | PA      | $4234940.06    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     180000000 | PA      | $872458.87     | 0.00%             | 2041-06-11      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       4500000 | PA      | $4986263.35    | 0.00%             | 2079-12-31      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       1700000 | PA      | $1162993.23    | 0.00%             | 2032-10-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12644233.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: EC1355816<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1388531.53    | 0.00%             | 2029-06-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       3635000 | PA      | $4575031.31    | 0.00%             | 2027-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |       5660000 | PA      | $3400458.45    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      38998000 | PA      | $32172503.33   | 0.02%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     154907000 | PA      | $110076104.62  | 0.08%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       3400000 | PA      | $2501104.47    | 0.00%             | 2041-04-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Housing Trust Ltd                                                  | METROPOLITAN HSE               | CUSIP: N/A<br>LEI: 213800ADJSQQI3UH6Z36       | Long             | DBT              | CORP              | GB        |        600000 | PA      | $559654.10     | 0.00%             | 2036-07-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $698743.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | ARKEA HL                       | CUSIP: AZ5472420<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10562336.47   | 0.01%             | 2029-07-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                         | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2011221.74    | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                               | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $7368114.61    | 0.01%             | 2030-06-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      16300000 | PA      | $18487729.48   | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                              | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |       4050000 | PA      | $4955116.41    | 0.00%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       5927000 | PA      | $7381393.60    | 0.01%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $735442.59     | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      18100000 | PA      | $16006597.47   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REALTY               | CUSIP: 31943BBY5<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       1422000 | PA      | $1023303.87    | 0.00%             | 2027-07-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                      | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |        100000 | PA      | $113737.44     | 0.00%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                            | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |       2500000 | PA      | $2761852.41    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4121000 | PA      | $4673864.71    | 0.00%             | 2030-12-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sompo Japan Insurance Inc                                                       | SOMPO JAPAN INS                | CUSIP: N/A<br>LEI: 549300IOFUQ8JIFJOY25       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1275551.62    | 0.00%             | 2027-10-14      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      15000000 | PA      | $18184810.15   | 0.01%             | 2030-04-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10779069.20   | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XEA0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       8109000 | PA      | $7671278.17    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       6181000 | PA      | $6394405.32    | 0.00%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6144216.69    | 0.00%             | 2079-12-31      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       1390000 | PA      | $1490334.19    | 0.00%             | 2029-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1552223.09    | 0.00%             | 2039-03-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: EJ9027123<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       1228000 | PA      | $1330664.23    | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      29435000 | PA      | $36841310.52   | 0.03%             | 2029-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8400000 | PA      | $6187558.40    | 0.00%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                 | ITALY GOV'T INT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       5802000 | PA      | $7910098.08    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                       | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6580699.07    | 0.00%             | 2031-09-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13411048.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      13073000 | PA      | $9547007.17    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $189809.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: QZ3196651<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      27520000 | PA      | $34116025.06   | 0.03%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5803786.11    | 0.00%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     151607000 | PA      | $96013031.69   | 0.07%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     180000000 | PA      | $1177979.29    | 0.00%             | 2046-03-19      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7130891.48    | 0.01%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     183698000 | PA      | $214779645.02  | 0.16%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13249728.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      15200000 | PA      | $15346660.52   | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     110536873 | PA      | $110493668.16  | 0.08%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6038850000 | PA      | $39362467.26   | 0.03%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                              | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      10800000 | PA      | $12643827.44   | 0.01%             | 2029-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      16054000 | PA      | $16746634.38   | 0.01%             | 2030-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      12227000 | PA      | $13623162.21   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      13613000 | PA      | $15310596.34   | 0.01%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |       5300000 | PA      | $6077674.14    | 0.00%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      60000000 | PA      | $42987220.42   | 0.03%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BL6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1696520.22    | 0.00%             | 2029-10-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 62895ZAN0<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |        491000 | PA      | $303507.03     | 0.00%             | 2046-02-23      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       7913000 | PA      | $6953203.78    | 0.01%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6484802.37    | 0.00%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5400000 | PA      | $5933936.28    | 0.00%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      69016000 | PA      | $34033533.66   | 0.03%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       4952000 | PA      | $5607492.76    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $814693.74     | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                       | ACHMEA BV                      | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       3400000 | PA      | $4335456.76    | 0.00%             | 2044-11-02      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: EF9173768<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $6654537.72    | 0.00%             | 2031-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       1906000 | PA      | $1758167.17    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       2100000 | PA      | $2332019.40    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813BU2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       3595000 | PA      | $3936951.93    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      30000000 | PA      | $23920510.14   | 0.02%             | 2029-01-23      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $3402550.62    | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $10316918.83   | 0.01%             | 2030-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11339595.30   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      26500000 | PA      | $31612748.60   | 0.02%             | 2028-07-19      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     172339190 | PA      | $203930880.90  | 0.15%             | 2028-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      13337000 | PA      | $15560172.56   | 0.01%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7424012.81    | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      20214000 | PA      | $22441240.92   | 0.02%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2926000 | PA      | $4179219.96    | 0.00%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                              | IWG US FINANCE                 | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3795721.02    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      12669000 | PA      | $14346391.10   | 0.01%             | 2028-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $3053124.58    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11002562.34   | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Great Rolling Stock Co PLC/The                                                  | GREAT ROLLING ST               | CUSIP: N/A<br>LEI: 21380012DN57CMIGJT65       | Long             | DBT              | CORP              | GB        |        117978 | PA      | $168076.28     | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: BH5288981<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3429063.49    | 0.00%             | 2030-04-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1147030000 | PA      | $53882102.37   | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3120.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       9752000 | PA      | $10159736.35   | 0.01%             | 2032-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |       5000000 | PA      | $5805677.61    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      64415000 | PA      | $73650970.22   | 0.06%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11700000000 | PA      | $69645975.28   | 0.05%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       4515000 | PA      | $4703586.18    | 0.00%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4815200000 | PA      | $26312960.51   | 0.02%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | WESTFIELD AMERIC               | CUSIP: AM9809428<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |       3400000 | PA      | $4180230.48    | 0.00%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6699125.34    | 0.01%             | 2034-11-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                        | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      11966000 | PA      | $13602272.56   | 0.01%             | 2027-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6012156.25    | 0.00%             | 2031-09-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1542712.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $10461804.64   | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      25000000 | PA      | $29311654.68   | 0.02%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       3413000 | PA      | $3215821.10    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1934622.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1904000 | PA      | $2068476.62    | 0.00%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                   | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $115566.20     | 0.00%             | 2043-06-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: 693506BK2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |        100000 | PA      | $113564.20     | 0.00%             | 2027-03-13      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |        110000 | PA      | $70936.02      | 0.00%             | 2028-04-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den  | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900QAEEZOGUK5F293       | Long             | DBT              | NUSS              | DE        |       1951000 | PA      | $2125927.86    | 0.00%             | 2029-02-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397F40<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       2200000 | PA      | $2903680.99    | 0.00%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4000000 | PA      | $2346168.44    | 0.00%             | 2027-07-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $2849357.51    | 0.00%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: EK0615147<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       2142000 | PA      | $2186079.60    | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3529249.85    | 0.00%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      10906000 | PA      | $9963311.82    | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6870811.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3495251.77    | 0.00%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Spain Government International Bond                                             | SPAIN KINGDOM                  | CUSIP: EC1185833<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |        500000 | PA      | $675662.73     | 0.00%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $35109043.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |       4900000 | PA      | $5414931.90    | 0.00%             | 2039-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6211198.34    | 0.00%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $3012120.25    | 0.00%             | 2028-12-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      85000000 | PA      | $102566150.01  | 0.08%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      22000000 | PA      | $26144253.92   | 0.02%             | 2034-03-21      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1886167.07    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA           | JOHNSON CONTROLS               | CUSIP: 47837RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       2448000 | PA      | $2713699.40    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      13000000 | PA      | $14837405.34   | 0.01%             | 2031-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wods Transmission PLC                                                           | WODS TRANSMISSIO               | CUSIP: N/A<br>LEI: 2138004ZZ63SPEQ3W108       | Long             | DBT              | CORP              | GB        |         61561 | PA      | $76098.38      | 0.00%             | 2034-08-24      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       5790000 | PA      | $3739575.87    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        625000 | PA      | $724524.41     | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Technologies Holding GmbH                                              | AMP TECH HD GMBH               | CUSIP: AU5909711<br>LEI: 549300110BRSS7DV8V39 | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2280915.11    | 0.00%             | 2028-10-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9537188.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       6706000 | PA      | $7830822.54    | 0.01%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       5066000 | PA      | $6494790.77    | 0.00%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24325.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       8120000 | PA      | $9386378.42    | 0.01%             | 2081-11-24      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZQ5359901<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    2227900000 | PA      | $13783367.19   | 0.01%             | 2029-11-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12971233.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1447700000 | PA      | $9217732.58    | 0.01%             | 2027-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                          | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $462023.44     | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       7089000 | PA      | $7498239.91    | 0.01%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                        | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |       5500000 | PA      | $6149445.75    | 0.00%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $11172761.42   | 0.01%             | 2050-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     107325000 | PA      | $26205023.49   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      46990000 | PA      | $57607018.99   | 0.04%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       1350000 | PA      | $972787.35     | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       5500000 | PA      | $3917349.36    | 0.00%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |       4000000 | PA      | $4838990.99    | 0.00%             | 2030-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                   | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4398353.09    | 0.00%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $4872976.22    | 0.00%             | 2055-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                         | HANN BETEILG NDS               | CUSIP: N/A<br>LEI: 391200ZYVJJCJO6H7178       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $8948246.01    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      19200000 | PA      | $22195463.45   | 0.02%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      12351000 | PA      | $5924738.96    | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AM6<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $762047.98     | 0.00%             | 2032-12-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      37000000 | PA      | $24701874.77   | 0.02%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       1455000 | PA      | $1380591.51    | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: AU2349861<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       3341000 | PA      | $3676440.14    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $2994061.32    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | SOCIETE NATIONAL               | CUSIP: EC5317408<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       3935000 | PA      | $5239725.02    | 0.00%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2731000 | PA      | $3217775.13    | 0.00%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BY8<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1461730.56    | 0.00%             | 2027-06-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5932792.43    | 0.00%             | 2027-06-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       3500000 | PA      | $4035802.58    | 0.00%             | 2036-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      44548000 | PA      | $50207512.21   | 0.04%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                        | SHURGARD LUX                   | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |       4100000 | PA      | $4781404.08    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        400000 | PA      | $386797.36     | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5795221.92    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       7762000 | PA      | $8665671.42    | 0.01%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Anchor Hanover Group                                                            | ANCHOR HANOVER G               | CUSIP: N/A<br>LEI: 213800GM9QX6ANDXAW94       | Long             | DBT              | CORP              | GB        |       4491000 | PA      | $2853990.86    | 0.00%             | 2051-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                              | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4303128.06    | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      26000000 | PA      | $32192102.50   | 0.02%             | 2032-11-13      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $97127700.99   | 0.07%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11824457.16   | 0.01%             | 2029-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |        205000 | PA      | $230331.54     | 0.00%             | 2027-03-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      45000000 | PA      | $8926240.97    | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14032150000 | PA      | $79674931.94   | 0.06%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBU3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5998000 | PA      | $6277129.49    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   69700000000 | PA      | $49599410.36   | 0.04%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital City Link General Partnership                                           | CAPITAL CITY                   | CUSIP: 140006AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        369351 | PA      | $255774.11     | 0.00%             | 2046-03-31      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $749199.84     | 0.00%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2200500000 | PA      | $14768217.89   | 0.01%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       9752000 | PA      | $12031916.08   | 0.01%             | 2032-03-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4500000000 | PA      | $28625136.27   | 0.02%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2484000 | PA      | $1769814.09    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      10250000 | PA      | $7287148.18    | 0.01%             | 2028-03-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| HSBC Continental Europe SA                                                      | HSBC FRANCE                    | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5531765.88    | 0.00%             | 2027-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      18081000 | PA      | $22247943.10   | 0.02%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      99896000 | PA      | $112737157.63  | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2783256.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $23018910.38   | 0.02%             | 2028-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp               | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3865475.18    | 0.00%             | 2026-11-30      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5587000000 | PA      | $35704830.86   | 0.03%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       6582000 | PA      | $8072941.99    | 0.01%             | 2027-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                     | RELIANCE LP                    | CUSIP: 759480AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2187000 | PA      | $1547305.11    | 0.00%             | 2027-12-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      52826101 | PA      | $54445866.56   | 0.04%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     132003416 | PA      | $137885923.23  | 0.10%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     115000000 | PA      | $17360997.13   | 0.01%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $944281.06     | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       4732000 | PA      | $3914166.43    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5082310000 | PA      | $9327350.88    | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAS7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1537124.81    | 0.00%             | 2033-10-28      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Canada Post Corp                                                                | CANADA POST CORP               | CUSIP: 13521JAB7<br>LEI: 549300O6E8FEF6XJHA57 | Long             | DBT              | NUSS              | CA        |       1789000 | PA      | $1318295.74    | 0.00%             | 2040-07-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: AX9947695<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6061744.18    | 0.00%             | 2030-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1824900000 | PA      | $11181637.50   | 0.01%             | 2030-09-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Scotiabank Capital Trust                                                        | SCOTIABANK CAP                 | CUSIP: 80928BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1933000 | PA      | $1478012.56    | 0.00%             | 2056-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      11274000 | PA      | $12314870.35   | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      20000000 | PA      | $23473340.36   | 0.02%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      11020000 | PA      | $13457400.45   | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      40700000 | PA      | $31131997.85   | 0.02%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1246580.02    | 0.00%             | 2035-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5989263.06    | 0.00%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     153332000 | PA      | $97888495.33   | 0.07%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Leeds Building Society                                                          | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |       7606000 | PA      | $9454873.64    | 0.01%             | 2027-10-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                             | PEABODY CAPTL                  | CUSIP: EI6076968<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       2750000 | PA      | $3356954.17    | 0.00%             | 2043-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roadster Finance DAC                                                            | ROADSTER FIN                   | CUSIP: N/A<br>LEI: 635400KZYOJPAAGFRD47       | Long             | DBT              | CORP              | IE        |        100000 | PA      | $113329.66     | 0.00%             | 2027-12-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4651571.41    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AF3<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $391764.17     | 0.00%             | 2048-07-13      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3666937.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3209811.17    | 0.00%             | 2035-08-24      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8010100000 | PA      | $43526720.19   | 0.03%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       2875000 | PA      | $2760522.40    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                        | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      10000000 | PA      | $11851844.12   | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                          | CASTELLUM HELSIN               | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |       5609000 | PA      | $5962159.09    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-20888.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $9715302.70    | 0.01%             | 2032-03-02      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      13820000 | PA      | $15858807.06   | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |        100000 | PA      | $115522.87     | 0.00%             | 2032-06-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                      | UNITED UTIL WAT                | CUSIP: EC7876542<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |       3321000 | PA      | $4476004.58    | 0.00%             | 2027-12-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      63500000 | PA      | $14624540.23   | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9411952.98    | 0.01%             | 2030-11-13      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |      13500000 | PA      | $15304390.21   | 0.01%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    3000000000 | PA      | $1464326.37    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $2896406.50    | 0.00%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                          | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |      12786000 | PA      | $12878232.00   | 0.01%             | 2031-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     165561000 | PA      | $199713187.48  | 0.15%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      79873000 | PA      | $56021950.09   | 0.04%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12193976.02   | 0.01%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2620277.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18180.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA           | JOHNSON CONTROLS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       1931000 | PA      | $2250296.99    | 0.00%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                       | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |       2139000 | PA      | $2433171.37    | 0.00%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       8100000 | PA      | $9530577.12    | 0.01%             | 2027-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2863850000 | PA      | $18870688.33   | 0.01%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       1860000 | PA      | $2415493.24    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      23200000 | PA      | $23092662.37   | 0.02%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $4952702.71    | 0.00%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                               | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6228601.63    | 0.00%             | 2053-07-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4637850000 | PA      | $24379225.23   | 0.02%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       2457000 | PA      | $2788845.07    | 0.00%             | 2026-11-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       1053000 | PA      | $720579.11     | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $5928435.42    | 0.00%             | 2028-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5929627.26    | 0.00%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      51529000 | PA      | $33100127.37   | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAJ1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       4603000 | PA      | $4495782.93    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KPN NV                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       3944000 | PA      | $5436710.18    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EN5<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2354000 | PA      | $1739124.05    | 0.00%             | 2041-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      18216000 | PA      | $21676268.58   | 0.02%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17191000000 | PA      | $89305822.74   | 0.07%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-386200.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $127200.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5916885.86    | 0.00%             | 2079-12-31      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13500000000 | PA      | $79583476.74   | 0.06%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       4000000 | PA      | $4805676.11    | 0.00%             | 2033-04-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | FRESENIUS FIN IR               | CUSIP: AM1887562<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5744422.90    | 0.00%             | 2027-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2268468.80    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10866000 | PA      | $12397314.36   | 0.01%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $9002700.97    | 0.01%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AE3<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1777000 | PA      | $1379786.30    | 0.00%             | 2035-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       6500000 | PA      | $7522904.54    | 0.01%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: EC0801505<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |        242000 | PA      | $335905.36     | 0.00%             | 2029-01-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2800000 | PA      | $2956133.55    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469TW5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4581000 | PA      | $2858363.71    | 0.00%             | 2043-03-05      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZC1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      19895000 | PA      | $14151792.73   | 0.01%             | 2027-11-30      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      50528000 | PA      | $54907608.57   | 0.04%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      33584000 | PA      | $44697631.29   | 0.03%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     400000000 | PA      | $18648352.24   | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     667080000 | PA      | $149440334.56  | 0.11%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       2630000 | PA      | $1981127.78    | 0.00%             | 2034-01-16      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $15297589.29   | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $9236967.88    | 0.01%             | 2028-10-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                         | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |       4523000 | PA      | $5706671.51    | 0.00%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                    | NORTHERN COUR                  | CUSIP: 66509CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        645859 | PA      | $443258.14     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      95982000 | PA      | $61851323.03   | 0.05%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSL Finance Inc                                                                 | SSL FIN/FNCMT IN               | CUSIP: 78468QAA1<br>LEI: 549300IYS16MVT3XST19 | Long             | DBT              | CORP              | CA        |       1255681 | PA      | $858506.09     | 0.00%             | 2045-10-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       8290000 | PA      | $9549684.09    | 0.01%             | 2027-04-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       4958000 | PA      | $5643614.38    | 0.00%             | 2027-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                               | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |       2000000 | PA      | $1880535.89    | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FIN                 | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      12461000 | PA      | $14436665.84   | 0.01%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5360700.48    | 0.00%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                          | CANADIAN UTILITI               | CUSIP: 136717BD6<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |        620000 | PA      | $445125.74     | 0.00%             | 2052-06-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: ZS8777154<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      84996000 | PA      | $21192317.73   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       9049000 | PA      | $9828045.54    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |       5207000 | PA      | $4635902.41    | 0.00%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      13303000 | PA      | $15799046.35   | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       8800000 | PA      | $7024000.94    | 0.01%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       4876000 | PA      | $5411471.66    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $1615494.19    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                     | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       6000000 | PA      | $7146105.77    | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DG2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      10629000 | PA      | $10202003.99   | 0.01%             | 2033-03-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |        439000 | PA      | $482933.60     | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8945000 | PA      | $6308785.31    | 0.00%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $285927.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas Treasury Ireland DAC                                                  | SECURITAS TREASU               | CUSIP: N/A<br>LEI: 635400BJYMDVAXBPJ960       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5949734.66    | 0.00%             | 2030-02-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: AZ5408952<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $2882318.00    | 0.00%             | 2034-07-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      30665000 | PA      | $17097609.84   | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $6369167.03    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJQ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $897697.47     | 0.00%             | 2039-09-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                     | KEYERA CORP                    | CUSIP: 493271AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      10300000 | PA      | $7374017.89    | 0.01%             | 2033-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7238143.38    | 0.01%             | 2034-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: EI1932835<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       4483000 | PA      | $5043375.45    | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10300000 | PA      | $10756587.12   | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7142311.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $2855968.45    | 0.00%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       7900000 | PA      | $4803066.08    | 0.00%             | 2033-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4235567.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |        586000 | PA      | $659768.51     | 0.00%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      12184000 | PA      | $14248739.48   | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $1553338.65    | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MCE1<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       5433000 | PA      | $4054182.81    | 0.00%             | 2028-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |        100000 | PA      | $116230.55     | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      10900000 | PA      | $12146543.50   | 0.01%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                         | DEFINITY FIN CO                | CUSIP: 24477TAB6<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |       2270000 | PA      | $1631129.70    | 0.00%             | 2035-09-12      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      19300000 | PA      | $19982616.32   | 0.01%             | 2030-10-07      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1180000000 | PA      | $5416737.51    | 0.00%             | 2055-03-19      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23634569.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      10450000 | PA      | $11795536.01   | 0.01%             | 2032-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     217425000 | PA      | $135108377.07  | 0.10%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2300000000 | PA      | $13883815.46   | 0.01%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                     | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3153548.89    | 0.00%             | 2051-11-24      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11748000 | PA      | $13196309.19   | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2615279.13    | 0.00%             | 2030-02-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      22400000 | PA      | $24789956.27   | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                            | HEIMSTADEN BOSTA               | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |       6000000 | PA      | $6964449.97    | 0.01%             | 2030-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      10500000 | PA      | $12807252.42   | 0.01%             | 2028-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13513350000 | PA      | $86730225.33   | 0.06%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      11000000 | PA      | $14033055.18   | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8735200000 | PA      | $56563653.68   | 0.04%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      16790000 | PA      | $11109620.50   | 0.01%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      10700000 | PA      | $5905264.77    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       6124000 | PA      | $3631223.96    | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                              | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       8100000 | PA      | $8575803.09    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $334937.45     | 0.00%             | 2029-04-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | MYLAN NV                       | CUSIP: N/A<br>LEI: 254900JOFV74IJ7H9933       | Long             | DBT              | CORP              | US        |       4833000 | PA      | $5597090.70    | 0.00%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $4662004.07    | 0.00%             | 2029-06-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12023846.02   | 0.01%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                              | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |       3600000 | PA      | $3481442.66    | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 294105AC5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1493148.05    | 0.00%             | 2054-05-31      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |        802000 | PA      | $996981.16     | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      15189000 | PA      | $15002458.06   | 0.01%             | 2035-05-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5694299.91    | 0.00%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAH9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1525177.16    | 0.00%             | 2052-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |        382000 | PA      | $488016.64     | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      42317000 | PA      | $41801225.50   | 0.03%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8554686.21    | 0.01%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                               | CNH INDUSTRIAL                 | CUSIP: 12658MAC5<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |        975000 | PA      | $711760.22     | 0.00%             | 2027-03-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AK9<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |        217000 | PA      | $177675.81     | 0.00%             | 2039-11-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                             | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |       1293000 | PA      | $1642298.66    | 0.00%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                              | FISERV FUNDING                 | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |       2000000 | PA      | $2275586.64    | 0.00%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      72609000 | PA      | $75079995.50   | 0.06%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23330317.23   | 0.02%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3892215.06    | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                                           | PRIMARIS REAL ES               | CUSIP: 74167KAD1<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              | CORP              | CA        |       1440000 | PA      | $1121742.80    | 0.00%             | 2029-06-30      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      20200000 | PA      | $16606883.14   | 0.01%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                   | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3404155.53    | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1950823.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quadgas Finance PLC                                                             | QUADGAS FIN PLC                | CUSIP: N/A<br>LEI: 549300VISZ55A4JZIN65       | Long             | DBT              | CORP              | GB        |       2321000 | PA      | $2851171.48    | 0.00%             | 2029-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3629532.28    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4101150000 | PA      | $27506270.14   | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      23000000 | PA      | $25314620.79   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: AN8683541<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      62810000 | PA      | $66287121.51   | 0.05%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866B97<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      22200000 | PA      | $15947892.45   | 0.01%             | 2030-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $11454778.08   | 0.01%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      23670000 | PA      | $21040502.61   | 0.02%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       8784000 | PA      | $8294996.74    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $35035045.17   | 0.03%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       1126000 | PA      | $1176991.65    | 0.00%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |        700000 | PA      | $676256.60     | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11292089.59   | 0.01%             | 2026-10-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1016751.92    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4200000 | PA      | $5377225.33    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: ZQ6650134<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      18224000 | PA      | $14539452.64   | 0.01%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      70150000 | PA      | $52058527.32   | 0.04%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |      10200000 | PA      | $10375777.01   | 0.01%             | 2031-01-29      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1608863.00    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1643800000 | PA      | $11193228.43   | 0.01%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 592179JZ9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       3372000 | PA      | $2419133.70    | 0.00%             | 2030-04-09      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $10005066.15   | 0.01%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       6164000 | PA      | $7069104.77    | 0.01%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27164061.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5722990.53    | 0.00%             | 2027-04-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      13600000 | PA      | $15865513.96   | 0.01%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       3091000 | PA      | $2140273.81    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AC9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $593751.60     | 0.00%             | 2042-07-30      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      49156000 | PA      | $49971247.61   | 0.04%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                                         | ICG PLC                        | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |       1762000 | PA      | $1942871.84    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      30100000 | PA      | $35298382.82   | 0.03%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $2859980.34    | 0.00%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       8362000 | PA      | $9463258.61    | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |         88700 | PA      | $33258.10      | 0.00%             | 2050-08-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                              | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1836304.35    | 0.00%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  102000000000 | PA      | $72223431.20   | 0.05%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AF1<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        277000 | PA      | $205756.70     | 0.00%             | 2043-09-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6664477.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      14400000 | PA      | $14319087.29   | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      18782000 | PA      | $13300193.65   | 0.01%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      50000000 | PA      | $61559852.51   | 0.05%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2908000 | PA      | $3261489.03    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      25900000 | PA      | $17311847.95   | 0.01%             | 2028-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2684000 | PA      | $3595304.19    | 0.00%             | 2035-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     191931000 | PA      | $207027929.30  | 0.15%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1166558.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11824437.56   | 0.01%             | 2028-01-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9701778.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      13727000 | PA      | $16994129.84   | 0.01%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $237712.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |       4000000 | PA      | $3996586.77    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $64562266.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZBJ1<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1898273.86    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3439505.12    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10465.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAG2<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       2681000 | PA      | $1787667.02    | 0.00%             | 2032-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     151525000 | PA      | $171134598.46  | 0.13%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5851452.80    | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      58405000 | PA      | $67910530.45   | 0.05%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      83531000 | PA      | $51475421.07   | 0.04%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     440000000 | PA      | $120823511.51  | 0.09%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1120502.42    | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1218421.67    | 0.00%             | 2036-09-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      30000000 | PA      | $35081986.85   | 0.03%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4785000 | PA      | $4978113.42    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                         | DEFINITY FIN CO                | CUSIP: 24477TAA8<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $2863631.24    | 0.00%             | 2030-09-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      82730000 | PA      | $57335744.70   | 0.04%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       1923000 | PA      | $2019584.67    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3394249.20    | 0.00%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |        542000 | PA      | $450762.45     | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |       4500000 | PA      | $5418186.40    | 0.00%             | 2028-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      25000000 | PA      | $28562530.11   | 0.02%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      14100000 | PA      | $16594084.81   | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: ZQ1681365<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |        400000 | PA      | $449557.96     | 0.00%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  117409350000 | PA      | $78364377.25   | 0.06%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      70400000 | PA      | $82541522.19   | 0.06%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |        100000 | PA      | $114536.67     | 0.00%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      10200000 | PA      | $10921563.06   | 0.01%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     371154000 | PA      | $34380895.40   | 0.03%             | 2033-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                         | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      15000000 | PA      | $17599846.01   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27813.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      16200000 | PA      | $18181295.07   | 0.01%             | 2028-02-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       2146000 | PA      | $2447384.81    | 0.00%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DF6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       3240000 | PA      | $2095533.26    | 0.00%             | 2042-12-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6354575.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gwynt y Mor OFTO PLC                                                            | GWYNT Y MOR OFTO               | CUSIP: N/A<br>LEI: 213800ZY75FRI51F4U25       | Long             | DBT              | CORP              | GB        |             0 | PA      | $0.01          | 0.00%             | 2034-02-17      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       1815000 | PA      | $1996910.25    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2299552.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6191132.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $16785321.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      11776000 | PA      | $12939115.61   | 0.01%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Morhomes PLC                                                                    | MORHOMES PLC                   | CUSIP: N/A<br>LEI: 213800YN2RFMRU87SB68       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $954208.78     | 0.00%             | 2038-02-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                           | BG ENERGY CAP                  | CUSIP: EI8604791<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2595198.69    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       5500000 | PA      | $5541012.52    | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1954000 | PA      | $1326081.74    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      12000000 | PA      | $11900521.69   | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11274727.23   | 0.01%             | 2026-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      11584000 | PA      | $13273091.10   | 0.01%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       4461000 | PA      | $4728166.57    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6621618.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      15200000 | PA      | $17244627.29   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5463763.56    | 0.00%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                  | FCC AQUALIA SA                 | CUSIP: N/A<br>LEI: 959800BYDMFZGPTXHN28       | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $8152053.45    | 0.01%             | 2032-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      16178000 | PA      | $17837826.03   | 0.01%             | 2027-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      46386000 | PA      | $36560093.82   | 0.03%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2439000 | PA      | $2651423.41    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5470746.32    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2571620.67    | 0.00%             | 2041-02-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       3174000 | PA      | $3576562.82    | 0.00%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $788572.44     | 0.00%             | 2031-10-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1278753000 | PA      | $45634417.56   | 0.03%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       9370000 | PA      | $6166792.80    | 0.00%             | 2031-12-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3325124.77    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       2146000 | PA      | $2446890.09    | 0.00%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854GY8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       2939000 | PA      | $2298068.97    | 0.00%             | 2029-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EX1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       4200000 | PA      | $2988273.57    | 0.00%             | 2032-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2620000 | PA      | $1295109.78    | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                           | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |       2070000 | PA      | $1308861.90    | 0.00%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Meadowhall Finance PLC                                                          | MEADOWHALL                     | CUSIP: N/A<br>LEI: 213800TPCOG55GYF9V34       | Long             | DBT              | CORP              | GB        |        322742 | PA      | $411896.64     | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9977631.81    | 0.01%             | 2028-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      10000000 | PA      | $11113503.76   | 0.01%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       4815000 | PA      | $6002778.51    | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      42336000 | PA      | $26923988.66   | 0.02%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       3413000 | PA      | $3480061.23    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       1000000 | PA      | $1130977.82    | 0.00%             | 2031-12-07      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7450000000 | PA      | $47503333.82   | 0.04%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1271672.44    | 0.00%             | 2027-12-28      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      15000000 | PA      | $10819823.89   | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $2995765.65    | 0.00%             | 2039-03-04      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     177959958 | PA      | $90661598.31   | 0.07%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Nestle Capital Corp                                                             | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1355180.06    | 0.00%             | 2034-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                   | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |       3000000 | PA      | $1928763.09    | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plenary Properties LTAP LP                                                      | PLENARY PROPERTI               | CUSIP: 72908VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2289361 | PA      | $1895489.13    | 0.00%             | 2044-01-31      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     144045000 | PA      | $95040676.35   | 0.07%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12200000000 | PA      | $67194830.84   | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5683507.65    | 0.00%             | 2035-08-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      44173000 | PA      | $51770615.88   | 0.04%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       7400000 | PA      | $8416644.27    | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     138000000 | PA      | $31701053.58   | 0.02%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      13813000 | PA      | $14242464.85   | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                     | TELEREAL SECUR                 | CUSIP: N/A<br>LEI: 213800HO84XTEA5NZO43       | Long             | DBT              | CORP              | GB        |        234778 | PA      | $316642.08     | 0.00%             | 2031-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-370911.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $731557.21     | 0.00%             | 2046-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      17009000 | PA      | $14131109.46   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Givaudan SA                                         | ARGENTUM NETH                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $8389396.40    | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8399926.01    | 0.01%             | 2030-04-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3248035.04    | 0.00%             | 2038-09-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                           | EVERSHOLT FUND                 | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |       6635000 | PA      | $6988490.01    | 0.01%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $8557973.04    | 0.01%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2145000 | PA      | $1430686.63    | 0.00%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Power Financial Corp                                                            | POWER FINANCIAL                | CUSIP: 73927CAB6<br>LEI: 549300RD0SS3HPUKXF62 | Long             | DBT              | CORP              | CA        |        615000 | PA      | $514316.14     | 0.00%             | 2033-03-11      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6017464.38    | 0.00%             | 2033-09-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                     | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       2500000 | PA      | $2525090.31    | 0.00%             | 2031-09-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       2908000 | PA      | $3538983.97    | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4526000 | PA      | $5029383.85    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Housing & Care 21                                                               | HOUSING AND CARE               | CUSIP: AP7311065<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |       2264000 | PA      | $2011932.81    | 0.00%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   43000000000 | PA      | $33304602.35   | 0.02%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4034621.92    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8231000 | PA      | $8184980.12    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     470725000 | PA      | $15254893.60   | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      23740000 | PA      | $30737920.71   | 0.02%             | 2029-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      13400000 | PA      | $14801466.95   | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10576503.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      23300000 | PA      | $26071959.99   | 0.02%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       5820000 | PA      | $6767647.98    | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     100000000 | PA      | $620243.20     | 0.00%             | 2030-06-24      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       4650000 | PA      | $2871073.67    | 0.00%             | 2029-05-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                    | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       6000000 | PA      | $7054974.95    | 0.01%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     200000000 | PA      | $29961953.71   | 0.02%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      17000000 | PA      | $20647693.20   | 0.02%             | 2031-01-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      62132809 | PA      | $66908089.89   | 0.05%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4325039.20    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4636993.15    | 0.00%             | 2028-06-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                              | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |       1319000 | PA      | $1500001.33    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      77000000 | PA      | $54707946.88   | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: AQ7115290<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5440689.81    | 0.00%             | 2030-01-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAN1<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3644000 | PA      | $2072642.14    | 0.00%             | 2041-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   24484000000 | PA      | $1642340.93    | 0.00%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                  | TATRA BANKA AS                 | CUSIP: N/A<br>LEI: 3157002JBFAI478MD587       | Long             | DBT              | CORP              | SK        |      10000000 | PA      | $11540663.19   | 0.01%             | 2031-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       6062000 | PA      | $6601353.98    | 0.00%             | 2029-09-24      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $2989947.17    | 0.00%             | 2029-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |      73451000 | PA      | $2804872.55    | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                                   | HYDRO ONE LTD                  | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |       2041000 | PA      | $1424211.41    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      13582000 | PA      | $15695563.20   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBC4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       1956000 | PA      | $2675997.09    | 0.00%             | 2029-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |      74920000 | PA      | $7199521.88    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  811318000000 | PA      | $53549368.78   | 0.04%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4044000 | PA      | $2922311.09    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1860521.50    | 0.00%             | 2034-06-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6266250.52    | 0.00%             | 2027-02-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: ZS9924839<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       4045000 | PA      | $4715764.29    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: AM9430621<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      22000000 | PA      | $27533062.19   | 0.02%             | 2029-10-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10294150000 | PA      | $64773322.09   | 0.05%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |       2547000 | PA      | $2318843.74    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10900000 | PA      | $12242806.74   | 0.01%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $695489.62     | 0.00%             | 2052-11-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                          | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |       8157000 | PA      | $9715978.88    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |       7500000 | PA      | $8928529.36    | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $2998495.74    | 0.00%             | 2030-06-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: EK9143240<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       2700000 | PA      | $3388929.95    | 0.00%             | 2037-06-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAE7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       2082000 | PA      | $1522436.84    | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2451000 | PA      | $2873299.21    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     166992000 | PA      | $49192072.82   | 0.04%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3341516.84    | 0.00%             | 2027-06-17      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                           | IA FINANCIAL COR               | CUSIP: 45075EAE4<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |       1900000 | PA      | $1437158.48    | 0.00%             | 2033-06-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852KN0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1987000 | PA      | $1672506.44    | 0.00%             | 2043-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15604000 | PA      | $16341051.70   | 0.01%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      11529000 | PA      | $10241292.06   | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     292600000 | PA      | $2034504.13    | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2438180.26    | 0.00%             | 2033-08-25      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      13291000 | PA      | $15052759.23   | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       9000000 | PA      | $12228215.25   | 0.01%             | 2032-07-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       4265000 | PA      | $5801063.73    | 0.00%             | 2036-06-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: EH6315145<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       4439000 | PA      | $6608977.05    | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138894945 | PA      | $135707186.78  | 0.10%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       3250000 | PA      | $1582095.98    | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      32032000 | PA      | $36106485.35   | 0.03%             | 2026-12-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      75000000 | PA      | $87481929.33   | 0.07%             | 2029-09-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                         | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3525173.42    | 0.00%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       5947000 | PA      | $6623536.15    | 0.00%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       3755000 | PA      | $4489346.88    | 0.00%             | 2054-10-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 92157WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $622504.94     | 0.00%             | 2048-11-23      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                      | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       8135000 | PA      | $10821527.27   | 0.01%             | 2034-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    1698020000 | PA      | $83032305.28   | 0.06%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153AB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2150000 | PA      | $1536992.70    | 0.00%             | 2037-06-01      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      10400000 | PA      | $12614457.27   | 0.01%             | 2033-05-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7883.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866HD2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1995000 | PA      | $1496884.25    | 0.00%             | 2029-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $4093114.76    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       1499000 | PA      | $1460903.41    | 0.00%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2700000 | PA      | $2772300.97    | 0.00%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1823763.87    | 0.00%             | 2033-08-26      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       7300000 | PA      | $7725178.56    | 0.01%             | 2032-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $6216939.44    | 0.00%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37968000 | PA      | $33144911.78   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     181190000 | PA      | $8320079.49    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $22140881.50   | 0.02%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12975320.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $6054853.00    | 0.00%             | 2029-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5536261.22    | 0.00%             | 2032-05-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     180000000 | PA      | $27150586.22   | 0.02%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1946000 | PA      | $1025841.35    | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                           | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       9300000 | PA      | $10647757.45   | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      75333811 | PA      | $89425797.45   | 0.07%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | Long             | DBT              | CORP              | US        |       1184000 | PA      | $1111763.21    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |        993000 | PA      | $705174.83     | 0.00%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Malakoff Humanis Prevoyance                                                     | MALAKOFF HUMANIS               | CUSIP: N/A<br>LEI: 969500UDOCU0ZBDSQN62       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3552880.93    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       1441000 | PA      | $1016771.88    | 0.00%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      15175000 | PA      | $18674772.71   | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      17000000 | PA      | $20061648.34   | 0.02%             | 2028-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AL7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5304607.95    | 0.00%             | 2029-11-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       6082000 | PA      | $4331857.94    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2288724.55    | 0.00%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | DBT              | CORP              | CA        |      12800000 | PA      | $14384301.09   | 0.01%             | 2027-01-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     100000000 | PA      | $10659614.22   | 0.01%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     576000000 | PA      | $60773488.53   | 0.05%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      51797000 | PA      | $44823618.28   | 0.03%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     250000000 | PA      | $37921653.97   | 0.03%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4900000 | PA      | $4726412.56    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1129257.07    | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $71207980.01   | 0.05%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1242618.61    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       6600000 | PA      | $7359118.75    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    2403000000 | PA      | $76882429.94   | 0.06%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       1274000 | PA      | $880015.67     | 0.00%             | 2028-12-18      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4758050000 | PA      | $31730169.91   | 0.02%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                      | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800SN9HLGE6532G57       | Long             | DBT              | CORP              | GB        |       2231000 | PA      | $2692344.36    | 0.00%             | 2036-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                          | CAN TIRE CORP                  | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1535455.71    | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1222139.38    | 0.00%             | 2035-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       4003000 | PA      | $4321220.98    | 0.00%             | 2028-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                   | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |       6900000 | PA      | $8343983.39    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GAS Networks Ireland                                                            | GAS NETWORKS IE                | CUSIP: N/A<br>LEI: 54930043FTE0M50CGG56       | Long             | DBT              | CORP              | IE        |       1228000 | PA      | $1400262.77    | 0.00%             | 2026-12-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4947000 | PA      | $4497218.76    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2848218.46    | 0.00%             | 2026-11-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       3800000 | PA      | $4756148.74    | 0.00%             | 2043-03-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2023500000 | PA      | $13492530.20   | 0.01%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     100000000 | PA      | $10476230.63   | 0.01%             | 2030-11-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $69936252.68   | 0.05%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      10138000 | PA      | $2525793.13    | 0.00%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       2801000 | PA      | $3038093.15    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     137599000 | PA      | $77573536.11   | 0.06%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $3845492.10    | 0.00%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      29280000 | PA      | $30761387.79   | 0.02%             | 2029-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12644233.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       7200000 | PA      | $7158519.54    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fukuoka Prefecture                                                              | FUKUOKA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     350000000 | PA      | $1278898.32    | 0.00%             | 2049-06-18      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       9400000 | PA      | $10304783.29   | 0.01%             | 2030-09-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |       7231000 | PA      | $9362714.83    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      14314000 | PA      | $10161122.46   | 0.01%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5266946.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $3438614.70    | 0.00%             | 2037-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       1250000 | PA      | $1252635.11    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7478050000 | PA      | $48058255.33   | 0.04%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      47936000 | PA      | $36778645.57   | 0.03%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $412657.58     | 0.00%             | 2048-04-30      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       7000000 | PA      | $7601562.88    | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance UK PLC                                                         | SWISS RE FIN UK                | CUSIP: N/A<br>LEI: 549300C654ZPQWG3JF34       | Long             | DBT              | CORP              | GB        |       7900000 | PA      | $8595881.05    | 0.01%             | 2052-06-04      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      75514000 | PA      | $80603204.18   | 0.06%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       2457000 | PA      | $3017638.03    | 0.00%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      10062000 | PA      | $13264191.65   | 0.01%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      11763000 | PA      | $13328066.38   | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: BRS3UTCV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   63792000000 | PA      | $4929002.23    | 0.00%             | 2037-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       5608000 | PA      | $6247665.43    | 0.00%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       9684000 | PA      | $10627623.12   | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       2200000 | PA      | $2740173.09    | 0.00%             | 2048-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6021231.81    | 0.00%             | 2030-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH Finance DAC                                                                 | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300C4ROP5J6I59W35       | Long             | DBT              | CORP              | IE        |        733000 | PA      | $815762.55     | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      54294000 | PA      | $46269932.25   | 0.03%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |       1656000 | PA      | $1890398.84    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6910400000 | PA      | $30622717.23   | 0.02%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $62026031.41   | 0.05%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $126343.28     | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       5866000 | PA      | $6964884.86    | 0.01%             | 2031-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       4900000 | PA      | $5819405.03    | 0.00%             | 2027-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       7300000 | PA      | $8006465.08    | 0.01%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      11740000 | PA      | $9195735.67    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $10477993.48   | 0.01%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: LW0799434<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       8500000 | PA      | $9715863.12    | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |         78000 | PA      | $84564.00      | 0.00%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       6900000 | PA      | $8190998.76    | 0.01%             | 2044-05-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5777939.08    | 0.00%             | 2029-09-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10429346.47   | 0.01%             | 2032-09-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |       2300000 | PA      | $3387309.12    | 0.00%             | 2033-11-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       2637000 | PA      | $3187541.03    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      26623000 | PA      | $18725555.79   | 0.01%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8200242.06    | 0.01%             | 2032-10-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      29318000 | PA      | $22127624.37   | 0.02%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1463427.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                         | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $4895705.86    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |        264000 | PA      | $307712.85     | 0.00%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       3244000 | PA      | $3869014.97    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     149991000 | PA      | $169265512.40  | 0.13%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Hannover Rueck SE                                                               | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $10882880.80   | 0.01%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3495187.22    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       4600000 | PA      | $4481522.03    | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $6051944.17    | 0.00%             | 2028-01-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11093350000 | PA      | $58134847.88   | 0.04%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FIN                 | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |        787000 | PA      | $576944.25     | 0.00%             | 2028-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4746525.91    | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      16167000 | PA      | $20338391.08   | 0.02%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000000 | PA      | $1910769.32    | 0.00%             | 2028-07-13      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2800000000 | PA      | $18549824.67   | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6181358.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                  | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8167741.13    | 0.01%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3339413.85    | 0.00%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15786753.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2457000 | PA      | $2255063.85    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     170000000 | PA      | $183207985.33  | 0.14%             | 2029-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      11500000 | PA      | $15549905.54   | 0.01%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2350000 | PA      | $1687098.43    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12245320.82   | 0.01%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5609330000 | PA      | $16829317.96   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1609100000 | PA      | $10341142.02   | 0.01%             | 2026-12-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      12680000 | PA      | $12788341.08   | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $3600675.41    | 0.00%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AJ3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2459000 | PA      | $1796368.27    | 0.00%             | 2030-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      30700000 | PA      | $34404962.17   | 0.03%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       3200000 | PA      | $3312225.70    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      23779000 | PA      | $21554490.98   | 0.02%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $4950403.17    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $26154177.32   | 0.02%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 53947ZAY3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       1228000 | PA      | $979292.68     | 0.00%             | 2036-01-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                     | RENTOKIL FINANC                | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $8804280.02    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                            | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1682030.30    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: ZS6399522<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      10300000 | PA      | $11042621.59   | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       3217000 | PA      | $3510104.03    | 0.00%             | 2045-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | EQUINIX EU 2 FIN               | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5759298.43    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      15000000 | PA      | $17010277.60   | 0.01%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       6607000 | PA      | $6980697.76    | 0.01%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      68494000 | PA      | $76711399.42   | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $12141812.84   | 0.01%             | 2033-09-13      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      67658000 | PA      | $63551046.80   | 0.05%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       2044000 | PA      | $1382810.06    | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19300000000 | PA      | $121056335.15  | 0.09%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3153.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |       4000000 | PA      | $5603006.80    | 0.00%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2392514.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      10390000 | PA      | $7449909.65    | 0.01%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $118775.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $4117685.05    | 0.00%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     402800000 | PA      | $13439308.95   | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2169721.15    | 0.00%             | 2031-06-27      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1315000 | PA      | $1332299.51    | 0.00%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       5323000 | PA      | $6588401.71    | 0.00%             | 2028-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      85385000 | PA      | $61934676.82   | 0.05%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON               | CUSIP: 075887CT4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       3734000 | PA      | $4399072.29    | 0.00%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      15800000 | PA      | $15888914.00   | 0.01%             | 2031-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      79333000 | PA      | $23764095.52   | 0.02%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: N/A<br>LEI: 549300C3HATU4Q460S18       | Long             | DBT              | CORP              | US        |       5200000 | PA      | $6103773.96    | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       2100000 | PA      | $2450845.18    | 0.00%             | 2028-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      44113000 | PA      | $45325153.36   | 0.03%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5784811.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDL5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2029000 | PA      | $2227841.25    | 0.00%             | 2035-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZBF2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       2035000 | PA      | $1766243.47    | 0.00%             | 2035-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                              | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       7600000 | PA      | $8548497.20    | 0.01%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6583450000 | PA      | $40154939.69   | 0.03%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2356927.73    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       4906000 | PA      | $5594399.96    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      30700000 | PA      | $22904852.91   | 0.02%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |       4000000 | PA      | $4657936.80    | 0.00%             | 2028-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $7095922.62    | 0.01%             | 2034-07-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                          | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |       8500000 | PA      | $8357967.23    | 0.01%             | 2032-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6681437.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |        495000 | PA      | $321608.51     | 0.00%             | 2027-01-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $8655303.37    | 0.01%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       7314000 | PA      | $8270653.22    | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      97763000 | PA      | $117890042.11  | 0.09%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11779863.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       3900000 | PA      | $2750595.44    | 0.00%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $16822516.10   | 0.01%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Finance PLC                                                      | WELLCOME TRUST F               | CUSIP: N/A<br>LEI: 549300U3Y9NRYP7NOM09       | Long             | DBT              | CORP              | GB        |       6416000 | PA      | $8282775.16    | 0.01%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | TERASEN GAS INC                | CUSIP: 88078ZAB0<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $4091177.47    | 0.00%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1400783.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                         | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4158835.18    | 0.00%             | 2029-09-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-558352.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       4913000 | PA      | $5542001.90    | 0.00%             | 2026-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Dell Bank International DAC                                                     | DELL BANK INTERN               | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5954720.45    | 0.00%             | 2027-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                  | CUSIP: 87262KAF2<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $538577.70     | 0.00%             | 2031-02-12      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      92800000 | PA      | $13585855.29   | 0.01%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      19600000 | PA      | $17891529.64   | 0.01%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7193995.38    | 0.01%             | 2034-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       4239000 | PA      | $2821601.17    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6908950000 | PA      | $40560611.40   | 0.03%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       6000000 | PA      | $6638635.68    | 0.00%             | 2027-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      10800000 | PA      | $12137157.38   | 0.01%             | 2028-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                       | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       2452000 | PA      | $3245183.31    | 0.00%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |        320000 | PA      | $208758.87     | 0.00%             | 2027-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      14600000 | PA      | $16488012.51   | 0.01%             | 2028-01-21      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                             | BRITISH COL FER                | CUSIP: 110574AD2<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1163819.86    | 0.00%             | 2037-03-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     143895000 | PA      | $159617504.89  | 0.12%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      15000000 | PA      | $10714007.34   | 0.01%             | 2030-09-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $30136172.31   | 0.02%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WHG Treasury PLC                                                                | WHG TREASURY                   | CUSIP: N/A<br>LEI: 984500477D9DBB3BD757       | Long             | DBT              | CORP              | GB        |       2906000 | PA      | $3155534.72    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      12867000 | PA      | $15058168.68   | 0.01%             | 2079-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                  | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5908621.36    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     180000000 | PA      | $209874303.51  | 0.16%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      10100000 | PA      | $11525417.78   | 0.01%             | 2027-01-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2633000 | PA      | $2791844.17    | 0.00%             | 2030-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      13600000 | PA      | $1643876.67    | 0.00%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAA9<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       4405000 | PA      | $3165152.44    | 0.00%             | 2027-10-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $3400587.44    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9128983.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                               | BASELLAND KANTBK               | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3027261.34    | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6978063.92    | 0.01%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6493850000 | PA      | $42614480.06   | 0.03%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       4500000 | PA      | $5160421.63    | 0.00%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       2327000 | PA      | $1429786.18    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                          | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       1130000 | PA      | $688638.86     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | NEWFOUNDLAND                   | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7215000 | PA      | $4885595.42    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                | KARBON HOMES LTD               | CUSIP: N/A<br>LEI: 213800S6NLZ9IH9TGB49       | Long             | DBT              | CORP              | GB        |       2685000 | PA      | $2460037.26    | 0.00%             | 2047-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       6000000 | PA      | $6975508.49    | 0.01%             | 2035-06-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11546391.86   | 0.01%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       3603000 | PA      | $3159329.80    | 0.00%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4924881.33    | 0.00%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAD9<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |        500000 | PA      | $353420.45     | 0.00%             | 2044-06-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5962318.14    | 0.00%             | 2030-01-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBR7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2058000 | PA      | $1442448.98    | 0.00%             | 2044-11-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  170000000000 | PA      | $121171179.51  | 0.09%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       5852000 | PA      | $5843113.73    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      29576000 | PA      | $22801342.59   | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                          | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |       4947000 | PA      | $4994140.33    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                          | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       3100000 | PA      | $3373561.78    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 592179KB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |        750000 | PA      | $526507.33     | 0.00%             | 2029-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       1000000 | PA      | $903628.20     | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAL2<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1427510.18    | 0.00%             | 2027-06-11      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      12500000 | PA      | $13480376.42   | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      28900000 | PA      | $31838938.05   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      64390545 | PA      | $69879200.56   | 0.05%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $5900129.21    | 0.00%             | 2030-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TC Dudgeon Ofto PLC                                                             | TC DUDGEON                     | CUSIP: N/A<br>LEI: 213800XMRT4PFW52JR39       | Long             | DBT              | CORP              | GB        |        392607 | PA      | $446087.67     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      21000000 | PA      | $3918544.09    | 0.00%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9187000 | PA      | $9123763.30    | 0.01%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       3308000 | PA      | $2871086.21    | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      39600000 | PA      | $30134308.28   | 0.02%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       9752000 | PA      | $12004254.92   | 0.01%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $12947744.03   | 0.01%             | 2032-04-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       7248000 | PA      | $3108641.86    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                       | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      10906000 | PA      | $13697673.75   | 0.01%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2838.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                        | COCA-COLA HBC BV               | CUSIP: N/A<br>LEI: 549300BXVNOCYQ83FU09       | Long             | DBT              | CORP              | NL        |      13000000 | PA      | $13984102.30   | 0.01%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       3650000 | PA      | $2911719.67    | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $210187.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |        375000 | PA      | $425759.64     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BW1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       3289000 | PA      | $3538904.04    | 0.00%             | 2037-07-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3000000 | PA      | $2298721.69    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      70059000 | PA      | $81577341.56   | 0.06%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      27300000 | PA      | $13839156.32   | 0.01%             | 2035-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                             | WSO FINANCE PTY                | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |       1270000 | PA      | $834960.70     | 0.00%             | 2027-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       1706000 | PA      | $1334400.90    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 779926QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      27000000 | PA      | $19257195.82   | 0.01%             | 2029-06-12      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       6585000 | PA      | $6394700.01    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       8100000 | PA      | $4769240.22    | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       3167000 | PA      | $3644582.67    | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11652500000 | PA      | $44075696.56   | 0.03%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                     | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       2000000 | PA      | $2465457.15    | 0.00%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       7948000 | PA      | $8900009.09    | 0.01%             | 2027-04-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    1800000000 | PA      | $10962737.01   | 0.01%             | 2030-11-29      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $555596.12     | 0.00%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      25863000 | PA      | $14205536.96   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1584067.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       3352000 | PA      | $3915393.76    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                               | INTERCONT                      | CUSIP: AV3549434<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1720040.43    | 0.00%             | 2027-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $175725.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      16300000 | PA      | $17809577.06   | 0.01%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      26000000 | PA      | $2564189.36    | 0.00%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      17450000 | PA      | $19748574.47   | 0.01%             | 2034-08-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PAC RR                | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |        858000 | PA      | $721039.21     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $16064764.64   | 0.01%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Integrated Team Solutions SJHC Partnership                                      | ST JOES HLTHCARE               | CUSIP: 45824RAA7<br>LEI: 549300NFW3LFKA3QPH56 | Long             | DBT              | CORP              | CA        |         20713 | PA      | $16423.53      | 0.00%             | 2042-11-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     126218035 | PA      | $136477071.15  | 0.10%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      32500000 | PA      | $36329546.11   | 0.03%             | 2027-04-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      38500000 | PA      | $27798248.98   | 0.02%             | 2034-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      31506000 | PA      | $34095919.39   | 0.03%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       9794000 | PA      | $6262538.46    | 0.00%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ontario Infrastructure & Lands Corp                                             | ONTARIO INFRA PR               | CUSIP: 683086AA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        878000 | PA      | $660139.82     | 0.00%             | 2037-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                                         | ICG PLC                        | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |       3600000 | PA      | $4091175.27    | 0.00%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       2975000 | PA      | $2860976.16    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2294455.12    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3645533.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9047233.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2719358.82    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $229543.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $5618292.53    | 0.00%             | 2031-02-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                 | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       3657000 | PA      | $4877863.39    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4434051.59    | 0.00%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                  | LONZA FINANCE IN               | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |       7000000 | PA      | $8214976.84    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       6000000 | PA      | $6923784.47    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                 | UPM-KYMMENE OYJ                | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | DBT              | CORP              | FI        |       9000000 | PA      | $9084896.48    | 0.01%             | 2031-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     680000000 | PA      | $22315433.93   | 0.02%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7350133.94    | 0.01%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                               | PARADIGM HOMES                 | CUSIP: N/A<br>LEI: 213800I54XR2I9HM3X58       | Long             | DBT              | CORP              | GB        |       2923000 | PA      | $2012432.91    | 0.00%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7105000 | PA      | $3799891.58    | 0.00%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DY5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |        500000 | PA      | $294994.12     | 0.00%             | 2041-11-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      22419000 | PA      | $11837388.65   | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2838.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8365774.82    | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $109479.44     | 0.00%             | 2031-01-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BMW Canada Inc                                                                  | BMW CANADA INC                 | CUSIP: 05590HBC0<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $872056.95     | 0.00%             | 2027-02-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       8700000 | PA      | $6452808.39    | 0.00%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       9400000 | PA      | $10040975.97   | 0.01%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       7700000 | PA      | $5357106.66    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      21835000 | PA      | $21234541.65   | 0.02%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      12552000 | PA      | $14036035.58   | 0.01%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAX4<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       6200000 | PA      | $4780475.18    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       2786000 | PA      | $2433671.84    | 0.00%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       9000000 | PA      | $5980268.93    | 0.00%             | 2034-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-23

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer