# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-26-002449
**Filing Date:** 2026-3
**Character Count:** 296846
**Document Hash:** 9282c62714b8360241f82fac1b254f45
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-002449.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001004726-26-002449

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dimensional ETF Trust
- **CENTRAL INDEX KEY:** 0001816125

**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:** 811-23580
- **FILM NUMBER:** 26806744

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** 512-306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

## Series and Classes Contracts Data

### Dimensional International Core Fixed Income ETF (Series ID: S000081783)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000244777 | Dimensional International Core Fixed Income ETF | DFGX            |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23580

- **c. CIK number of Registrant:** 0001816125

- **d. LEI of Registrant:** 549300TQ0DPO13B72F34

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

  - **Street Address 1:** 6300 Bee Cave Road

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** Dimensional Global ex US Core Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000081783

- **c. LEI of Series:** 5493000MTSASLNF1JX94

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1580287242.08

**Total Liabilities:** $178323778.57

**Net Assets:** $1401963463.51

**Cash Not Reported:** $27009222.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -971.50550361 | **1-Year:** -29134.29490098 | **5-Year:** -264779.81930169 | **10-Year:** -389726.45125673 | **30-Year:** -23099.63956909

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244777 | -0.29%               | -0.50%               | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $940918.05               | $-3739905.23                               |
| Month 2  | $2444900.18              | $1173272.66                                |
| Month 3  | $4292863.00              | $27797486.82                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $424258.24    | 0.03%             | 2029-06-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |     100000 | PA      | $118988.71    | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                | ENI SPA                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    2156000 | PA      | $2697920.96   | 0.19%             | 2033-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | RF                | GB        |     589000 | PA      | $800476.21    | 0.06%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                               | SWEDBANK AB                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     300000 | PA      | $371755.19    | 0.03%             | 2028-11-13      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3768064.91   | 0.27%             | 2032-09-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1052498.06   | 0.08%             | 2031-03-03      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Valtioneuvosto                                            | FINLAND GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     435000 | PA      | $461221.72    | 0.03%             | 2030-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     435000 | PA      | $486980.93    | 0.03%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    8899000 | PA      | $7787250.67   | 0.56%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                | ROGERS COMMUNICATIONS INC                       | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2650000 | PA      | $2176594.91   | 0.16%             | 2040-08-25      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                          | PUBLIC STORAGE OPERATING CO                     | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     681000 | PA      | $802602.63    | 0.06%             | 2034-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                   | NTT FINANCE CORP                                | CUSIP: 62954WAZ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     725000 | PA      | $878371.74    | 0.06%             | 2037-07-16      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| COVIVIO SA                                                | COVIVIO SA FRANCE                               | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |     900000 | PA      | $1051949.09   | 0.08%             | 2034-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS, INC.                                       | GENERAL MILLS INC                               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     498000 | PA      | $601214.72    | 0.04%             | 2034-04-23      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   13100000 | PA      | $9761611.34   | 0.70%             | 2034-12-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    1212000 | PA      | $1462276.07   | 0.10%             | 2034-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                   | PROVINCE OF NOVA SCOTIA CANADA                  | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              |  | CA        |    5000000 | PA      | $3710039.51   | 0.26%             | 2035-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4156905307 | OU      | $-332399.80   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JT International Financial Services B.V.                  | JT INTERNATIONAL FINANCIAL SERVICES BV          | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |    1825000 | PA      | $2153712.88   | 0.15%             | 2034-04-11      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    1750000 | PA      | $1340811.58   | 0.10%             | 2033-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | MITSUBISHI UFJ FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $241235.72    | 0.02%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| ENEL - SPA                                                | ENEL SPA                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $551298.59    | 0.04%             | 2037-06-22      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CRH SMW Finance Designated Activity Company               | CRH SMW FINANCE DAC                             | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |    1250000 | PA      | $1551971.81   | 0.11%             | 2035-07-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   11800000 | PA      | $9091006.17   | 0.65%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada          | CANADIAN NATL RY CO SR GLBL                     | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $301356.87    | 0.02%             | 2030-05-10      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    8300000 | PA      | $6157378.43   | 0.44%             | 2033-06-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     200000 | PA      | $253618.98    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     350000 | PA      | $459539.73    | 0.03%             | 2041-12-03      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1592635.06   | 0.11%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  645592672 | OU      | $-96077.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LIMITED                              | BHP BILLITON FINANCE LTD                        | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |    1676000 | PA      | $1991491.61   | 0.14%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| LSEG Netherlands B.V.                                     | LSEG NETHERLANDS BV                             | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |     685000 | PA      | $806904.82    | 0.06%             | 2031-11-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   14273243 | OU      | $-103583.51   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1200000 | PA      | $851420.36    | 0.06%             | 2027-11-11      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     348000 | PA      | $488613.27    | 0.03%             | 2034-03-14      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                  | GENERAL ELECTRIC CO                             | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      92000 | PA      | $114419.58    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $2156329.08   | 0.15%             | 2032-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $223295.34    | 0.02%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   50265536 | OU      | $-863278.83   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Naturgy Finance Iberia S.A                                | NATURGY FINANCE IBERIA SA                       | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $824753.30    | 0.06%             | 2034-10-02      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     830000 | PA      | $647082.12    | 0.05%             | 2041-01-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   10478000 | PA      | $10163838.14  | 0.72%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Koninkrijk der Nederlanden                                | NETHERLANDS GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     242000 | PA      | $258962.29    | 0.02%             | 2030-07-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SNAM S.P.A.                                               | SNAM SPA                                        | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    5000000 | PA      | $5935219.73   | 0.42%             | 2032-07-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1413895.96   | 0.10%             | 2041-09-04      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     367558 | OU      | $-11434.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     190000 | PA      | $279024.47    | 0.02%             | 2032-04-23      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     682982 | OU      | $-18541.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                   | NTT FINANCE CORP                                | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    3013000 | PA      | $3633877.98   | 0.26%             | 2033-07-16      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110355.34    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Canada Housing Trust No. 1                                | CANADA HOUSING TRUST NO 1                       | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1052320.64   | 0.08%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $3442651.97   | 0.25%             | 2031-11-10      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1881000 | PA      | $1208072.56   | 0.09%             | 2036-02-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   51035743 | OU      | $-814388.73   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY      | GLENCORE CAPITAL FINANCE DAC                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     400000 | PA      | $409058.25    | 0.03%             | 2033-03-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $152212.97    | 0.01%             | 2027-11-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     500000 | PA      | $588226.78    | 0.04%             | 2033-03-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: BY7414224<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1015000 | PA      | $1257528.49   | 0.09%             | 2032-09-05      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     408000 | PA      | $367239.75    | 0.03%             | 2038-11-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1425167.99   | 0.10%             | 2040-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                         | BMW INTERNATIONAL INVESTMENT BV                 | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $373990.77    | 0.03%             | 2032-11-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $947406.90    | 0.07%             | 2034-01-23      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    3478000 | PA      | $3594845.75   | 0.26%             | 2031-11-08      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     444000 | PA      | $534935.50    | 0.04%             | 2034-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $613314.13    | 0.04%             | 2035-05-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     793000 | PA      | $1077075.47   | 0.08%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118018.71    | 0.01%             | 2035-03-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15337142 | OU      | $-309942.51   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: ZK4883987<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $4032347.19   | 0.29%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2517125 | OU      | $-60408.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   56754600 | OU      | $-1200554.94  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    4000000 | PA      | $3080692.69   | 0.22%             | 2032-02-02      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1336986.81   | 0.10%             | 2039-08-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    7132000 | PA      | $10141449.54  | 0.72%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                              | JAPANESE YEN                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |     -49174 | NS      | $-318.77      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| European Financial Stability Facility SA                  | EUROPEAN FINANCIAL STABILITY FACILITY           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |     354000 | PA      | $424056.27    | 0.03%             | 2038-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $119811.57    | 0.01%             | 2031-08-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                         | INTERNATIONAL FINANCE CORP                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |     600000 | PA      | $304075.10    | 0.02%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1551000 | PA      | $1538185.41   | 0.11%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                         | INTERNATIONAL FINANCE CORP                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |    2876000 | PA      | $1696446.11   | 0.12%             | 2031-02-06      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   27434788 | OU      | $-819056.37   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     943000 | PA      | $1112999.31   | 0.08%             | 2036-03-10      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     366000 | PA      | $371106.19    | 0.03%             | 2033-03-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                              | JAPANESE YEN                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -838268925 | OU      | $71021.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7200000 | PA      | $5503189.45   | 0.39%             | 2032-06-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   12721000 | PA      | $17421569.84  | 1.24%             | 2035-03-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20091756 | OU      | $-542041.46   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| NASDAQ, INC.                                              | NASDAQ INC                                      | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1840206.48   | 0.13%             | 2033-07-30      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1580400000 | PA      | $10036246.91  | 0.72%             | 2027-12-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                      | PPG INDUSTRIES INC                              | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    4721000 | PA      | $5566126.79   | 0.40%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  450000000 | PA      | $3085618.44   | 0.22%             | 2030-11-20      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    1467000 | PA      | $1959098.17   | 0.14%             | 2041-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY     | JOHNSON CONTROLS INTERNATIONAL PLC              | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1100000 | PA      | $1376563.33   | 0.10%             | 2035-05-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     215000 | PA      | $266283.66    | 0.02%             | 2035-01-16      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   10800000 | PA      | $8631306.72   | 0.62%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC               | FEDERATION DES CAISSES DESJARDINS DU QUEBEC     | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |    2679000 | PA      | $3185600.47   | 0.23%             | 2031-03-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $2137818.32   | 0.15%             | 2036-01-24      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     337000 | PA      | $408552.32    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                      | KONINKLIJKE KPN NV                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1683344.60   | 0.12%             | 2036-02-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $552585.55    | 0.04%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                         | CAPITAL ONE FINANCIAL CORP                      | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1513149.69   | 0.11%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     473000 | PA      | $525739.11    | 0.04%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     805572 | OU      | $-13963.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122950.53    | 0.01%             | 2032-04-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                       | NATWEST MARKETS PLC                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120122.18    | 0.01%             | 2030-01-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                              | FISERV INC                                      | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     700000 | PA      | $868910.53    | 0.06%             | 2031-05-24      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1896822.22   | 0.14%             | 2031-03-11      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   56765611 | OU      | $288669.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    2023000 | PA      | $2398325.25   | 0.17%             | 2032-09-22      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     266000 | PA      | $289695.88    | 0.02%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     524000 | PA      | $727976.48    | 0.05%             | 2039-05-07      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     114000 | PA      | $141659.66    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     171000 | PA      | $203224.32    | 0.01%             | 2034-11-25      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     461000 | PA      | $617696.97    | 0.04%             | 2039-01-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANQUE SA                                         | BELFIUS BANK SA                                 | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $372967.50    | 0.03%             | 2029-09-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     380000 | PA      | $344398.56    | 0.02%             | 2037-02-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2197976.59   | 0.16%             | 2032-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   18100000 | PA      | $14014050.14  | 1.00%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| JT International Financial Services B.V.                  | JT INTERNATIONAL FINANCIAL SERVICES BV          | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116878.50    | 0.01%             | 2033-09-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     228000 | PA      | $179744.78    | 0.01%             | 2030-07-15      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |     100000 | PA      | $118810.50    | 0.01%             | 2034-10-16      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $564307.91    | 0.04%             | 2030-02-07      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                  | DOW CHEMICAL CO THE                             | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     170000 | PA      | $174805.78    | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                    | TELEFONICA EUROPE BV                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      31000 | PA      | $42565.88     | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings S.C.A.                          | MEDTRONIC GLOBAL HOLDINGS SCA                   | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    1625000 | PA      | $1456184.97   | 0.10%             | 2039-07-02      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $624117.38    | 0.04%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -6712246 | OU      | $14022.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    6000000 | PA      | $4620773.18   | 0.33%             | 2038-03-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                             | EQUINIX INC                                     | CUSIP: 29444UBP0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $700016.37    | 0.05%             | 2033-03-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                               | NATIONWIDE BUILDING SOCIETY                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $845560.97    | 0.06%             | 2028-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                      | FRENCH REPUBLIC GOVERNMENT BOND OAT             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     926000 | PA      | $1087302.55   | 0.08%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: ZK6806853<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1514689.61   | 0.11%             | 2026-05-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SNAM S.P.A.                                               | SNAM SPA                                        | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2222895.71   | 0.16%             | 2034-09-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                        | CREDIT AGRICOLE SA LONDON                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     400000 | PA      | $450365.25    | 0.03%             | 2029-07-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                   | NTT FINANCE CORP                                | CUSIP: 62954WAY1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    6211000 | PA      | $7490878.23   | 0.53%             | 2033-07-16      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657BC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $120739.45    | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                           | INTER AMERICAN DEVELOPMENT BANK                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |     175000 | PA      | $249268.81    | 0.02%             | 2030-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    2000000 | PA      | $1359937.97   | 0.10%             | 2031-06-18      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                         | FEDEX CORP                                      | CUSIP: 31428XEC6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1336974.86   | 0.10%             | 2037-07-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $240170.08    | 0.02%             | 2042-09-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   21293192 | OU      | $-479828.32   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     406000 | PA      | $475563.73    | 0.03%             | 2044-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $117659.12    | 0.01%             | 2032-02-11      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    1310000 | PA      | $1334127.03   | 0.10%             | 2035-03-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DIAGEO FINANCE PLC                                        | DIAGEO FINANCE PLC                              | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1981413.10   | 0.14%             | 2038-06-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFM0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    5000000 | PA      | $3501126.17   | 0.25%             | 2031-05-27      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                    | MERCEDES BENZ GROUP AG                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $299142.13    | 0.02%             | 2034-08-08      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                           | WP CAREY INC                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     150000 | PA      | $184541.11    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087P81<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1225000 | PA      | $905730.16    | 0.06%             | 2026-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |    5000000 | PA      | $3472240.71   | 0.25%             | 2034-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Kuntarahoitus Oyj                                         | KUNTARAHOITUS OYJ                               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |    3231000 | PA      | $3442917.28   | 0.25%             | 2033-02-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119043.93    | 0.01%             | 2031-07-01      | Fixed         | 3.08%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1383689.27   | 0.10%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                    | GENERAL MOTORS FINANCIAL CO INC                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1539538.10   | 0.11%             | 2031-07-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1269425.90   | 0.09%             | 2029-05-14      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                             | ALIMENTATION COUCHE TARD INC                    | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $121500.10    | 0.01%             | 2030-09-25      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |    2500000 | PA      | $1691110.02   | 0.12%             | 2035-06-04      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   10541000 | PA      | $11798281.79  | 0.84%             | 2034-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |    1484000 | PA      | $1585484.96   | 0.11%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    2200000 | PA      | $1557485.03   | 0.11%             | 2028-08-17      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| BMW Finance N.V.                                          | BMW FINANCE NV                                  | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     407000 | PA      | $487025.78    | 0.03%             | 2035-05-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   15430000 | PA      | $8076739.43   | 0.58%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     348000 | PA      | $456493.71    | 0.03%             | 2035-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                   | ANHEUSER BUSCH INBEV SA NV                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $109935.41    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     224000 | PA      | $306432.63    | 0.02%             | 2036-01-11      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1488000 | PA      | $1753426.04   | 0.13%             | 2034-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $1790282.10   | 0.13%             | 2041-11-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                          | ORIX CORP                                       | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |    2301000 | PA      | $2770386.21   | 0.20%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                          | DEUTSCHE BANK AG                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118242.01    | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    3200000 | PA      | $3478960.41   | 0.25%             | 2032-04-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Australia                                 | AUSTRALIA GOVERNMENT BOND                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2114000 | PA      | $1321877.56   | 0.09%             | 2033-11-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26901512 | OU      | $-395406.97   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    4282000 | PA      | $6585215.54   | 0.47%             | 2038-06-25      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets B.V.                                   | BP CAPITAL MARKETS BV                           | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    5348000 | PA      | $6671900.01   | 0.48%             | 2035-05-12      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   10300000 | PA      | $4979024.83   | 0.36%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   56549062 | OU      | $438752.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |     400000 | PA      | $474032.99    | 0.03%             | 2035-06-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $76170.47     | 0.01%             | 2032-05-12      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG       | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    1174000 | PA      | $1443347.24   | 0.10%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Pepsico, Inc.                                             | PEPSICO INC                                     | CUSIP: 713448FK9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     300000 | PA      | $381362.48    | 0.03%             | 2034-07-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Statsministeriet, Departementet                           | DENMARK GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   40000000 | PA      | $6257949.40   | 0.45%             | 2033-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     163000 | PA      | $159745.58    | 0.01%             | 2034-02-14      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $143258.18    | 0.01%             | 2034-01-23      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    2030000 | PA      | $2449725.26   | 0.17%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                       | NATWEST MARKETS PLC                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     217000 | PA      | $255752.25    | 0.02%             | 2027-03-02      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                          | ARCELORMITTAL SA                                | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120493.15    | 0.01%             | 2031-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Criteria Caixa, S.A., Sociedad Unipersonal                | CRITERIA CAIXA SA                               | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118926.63    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $242707.59    | 0.02%             | 2034-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | VEOLIA ENVIRONNEMENT SA                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      40000 | PA      | $55973.93     | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SELP Finance S.a r.l.                                     | SELP FINANCE SARL                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |     775000 | PA      | $931656.68    | 0.07%             | 2032-01-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20797386 | OU      | $-475699.97   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     900000 | PA      | $1161051.00   | 0.08%             | 2031-10-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26545874 | OU      | $-858153.54   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | VOLKSWAGEN LEASING GMBH                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     838000 | PA      | $1070948.80   | 0.08%             | 2031-09-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $580640.14    | 0.04%             | 2044-03-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1205833.48   | 0.09%             | 2027-11-04      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: ZM9903877<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $353735.68    | 0.03%             | 2028-02-16      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH      | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1500000 | PA      | $874801.22    | 0.06%             | 2032-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   21461615 | OU      | $-140441.19   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBQ9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    1350000 | PA      | $1000643.95   | 0.07%             | 2030-11-19      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2500000 | PA      | $1881973.93   | 0.13%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     282000 | PA      | $395564.37    | 0.03%             | 2040-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| East Japan Railway Company                                | EAST JAPAN RAILWAY CO                           | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     501000 | PA      | $420499.68    | 0.03%             | 2039-09-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    3112000 | PA      | $3776962.57   | 0.27%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     124000 | PA      | $183569.09    | 0.01%             | 2032-06-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   14559447 | OU      | $-448035.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     693000 | PA      | $808391.62    | 0.06%             | 2033-11-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| TELUS CORPORATION                                         | TELUS CORP                                      | CUSIP: 87971MAW3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    3721000 | PA      | $2664369.55   | 0.19%             | 2044-04-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    2700000 | PA      | $3473617.10   | 0.25%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    3000000 | PA      | $2252076.95   | 0.16%             | 2034-12-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1873000 | PA      | $2200394.22   | 0.16%             | 2033-02-10      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                             | UNICREDIT SPA                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    2889000 | PA      | $3546759.26   | 0.25%             | 2034-03-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1200000 | PA      | $692224.60    | 0.05%             | 2033-03-08      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: C69798AZ6<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |    1051000 | PA      | $808675.87    | 0.06%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     491000 | PA      | $344582.90    | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $2578428.88   | 0.18%             | 2034-04-25      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1485233.11   | 0.11%             | 2033-05-18      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   41745994 | OU      | $-6241.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                            | AUTOSTRADE PER L ITALIA SPA                     | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |    3250000 | PA      | $3617052.43   | 0.26%             | 2032-01-25      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     911000 | PA      | $629559.75    | 0.04%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1192011.47   | 0.09%             | 2026-12-18      | Floating      | 2.50%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     800000 | PA      | $601085.55    | 0.04%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     225000 | PA      | $297700.67    | 0.02%             | 2026-09-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $3501243.48   | 0.25%             | 2030-08-27      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT AS                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $121276.86    | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7835000 | PA      | $9291256.82   | 0.66%             | 2033-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE                            | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    5981000 | PA      | $7097017.76   | 0.51%             | 2033-05-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2051381 | OU      | $-5248.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  723950000 | PA      | $4660809.44   | 0.33%             | 2032-06-20      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     300000 | PA      | $284707.98    | 0.02%             | 2037-11-06      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    3333000 | PA      | $3821958.70   | 0.27%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    5558000 | PA      | $3764503.93   | 0.27%             | 2038-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     587000 | PA      | $641854.43    | 0.05%             | 2043-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $243861.25    | 0.02%             | 2029-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     400000 | PA      | $478847.77    | 0.03%             | 2038-09-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  179622607 | OU      | $-24860.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                            | JEFFERIES FINANCIAL GROUP INC                   | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122580.66    | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    7600000 | PA      | $9387327.73   | 0.67%             | 2033-09-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   16900000 | PA      | $12945912.93  | 0.92%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                     | VODAFONE GROUP PLC                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $963529.09    | 0.07%             | 2037-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIERE INC.                                       | CDP FINANCIAL INC                               | CUSIP: C23264AW1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |    5600000 | PA      | $4325127.94   | 0.31%             | 2030-12-02      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     557000 | PA      | $594700.23    | 0.04%             | 2038-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                   | RECKITT BENCKISER TREASURY SERVICES PLC         | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $6967217.69   | 0.50%             | 2032-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                               | GLAXOSMITHKLINE CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $107236.62    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1801861.79   | 0.13%             | 2026-10-31      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614853FJ3<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    2150000 | PA      | $1578376.10   | 0.11%             | 2035-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $376857.68    | 0.03%             | 2030-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      60000 | PA      | $83875.88     | 0.01%             | 2029-03-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $793277.19    | 0.06%             | 2042-06-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -6255794 | OU      | $3037.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    2100000 | PA      | $1122961.93   | 0.08%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1600000 | PA      | $1390380.68   | 0.10%             | 2040-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1529000 | PA      | $1094581.76   | 0.08%             | 2033-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     722000 | PA      | $805115.93    | 0.06%             | 2032-05-03      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | OPTUS FINANCE PTY LTD                           | CUSIP: BK1405319<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     600000 | PA      | $372298.85    | 0.03%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                | 3M CO                                           | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     232000 | PA      | $262748.85    | 0.02%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114959.24    | 0.01%             | 2029-03-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                            | MERLIN PROPERTIES SOCIMI SA                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1622680.57   | 0.12%             | 2034-12-04      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     492000 | PA      | $664918.93    | 0.05%             | 2026-09-04      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    9500000 | PA      | $7290617.73   | 0.52%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    9072000 | PA      | $6619548.62   | 0.47%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20053988 | OU      | $-512631.81   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   13885000 | PA      | $6970718.47   | 0.50%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                     | VOLKSWAGEN INTERNATIONAL FINANCE NV             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $722690.42    | 0.05%             | 2032-09-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     300000 | PA      | $360779.25    | 0.03%             | 2031-10-07      | Fixed         | 3.32%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17114080 | OU      | $123975.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1063634.45   | 0.08%             | 2029-02-26      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     781000 | PA      | $927054.87    | 0.07%             | 2036-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     474153 | OU      | $-14877.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3574575.80   | 0.25%             | 2027-03-11      | Floating      | 2.39%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $133821.31    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    5800000 | PA      | $7281885.51   | 0.52%             | 2033-11-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    2097000 | PA      | $2798951.97   | 0.20%             | 2041-02-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2424666.11   | 0.17%             | 2036-01-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.             | ACCIONA ENERGIA FINANCIA                        | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2793704.23   | 0.20%             | 2031-04-23      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                           | INTER AMERICAN DEVELOPMENT BANK                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |    3900000 | PA      | $5377369.27   | 0.38%             | 2032-08-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | EUROCLEAR HOLDING NV                            | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $336442.17    | 0.02%             | 2030-04-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $992392.03    | 0.07%             | 2028-01-13      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1400719.76   | 0.10%             | 2034-05-16      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     911000 | PA      | $860327.90    | 0.06%             | 2035-02-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| TESCO CORPORATE TREASURY SERVICES PLC                     | TESCO CORPORATE TREASURY SERVICES PLC           | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     932000 | PA      | $1283375.96   | 0.09%             | 2035-02-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $128669.01    | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                | ENI SPA                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    1641000 | PA      | $1999114.25   | 0.14%             | 2034-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    5249000 | PA      | $2311405.95   | 0.16%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                    | CASTELLUM HELSINKI FINANCE HOLDING ABP          | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |     150000 | PA      | $169010.15    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIERE INC.                                       | CDP FINANCIAL INC                               | CUSIP: C23264BB6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $1384924.12   | 0.10%             | 2035-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $126948.39    | 0.01%             | 2030-06-12      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     374000 | PA      | $488444.09    | 0.03%             | 2031-08-29      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7802970 | OU      | $-232421.78   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | EXPERIAN FINANCE PLC                            | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |     530000 | PA      | $631573.84    | 0.05%             | 2033-12-15      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                 | LIBERTY MUTUAL GROUP INC                        | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     200000 | PA      | $252235.78    | 0.02%             | 2030-12-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                               | IMPERIAL BRANDS FINANCE PLC                     | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    7683000 | PA      | $9065402.84   | 0.65%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    8781000 | PA      | $9423251.96   | 0.67%             | 2033-07-31      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $196446.85    | 0.01%             | 2034-05-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                          | DSV FINANCE BV                                  | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $836077.60    | 0.06%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     440000 | PA      | $463250.28    | 0.03%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    3884000 | PA      | $4194174.72   | 0.30%             | 2034-03-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $131140.71    | 0.01%             | 2030-03-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    9800000 | PA      | $11699072.07  | 0.83%             | 2028-01-14      | Floating      | 2.50%                 | No            | 2                  | On Loan: No      |
| Continental Aktiengesellschaft                            | CONTINENTAL AG                                  | CUSIP: ZN5945862<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      60000 | PA      | $72738.28     | 0.01%             | 2027-11-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20227668 | OU      | $-605570.60   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LBF4<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     306000 | PA      | $356777.77    | 0.03%             | 2037-11-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   39068350 | OU      | $27984.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1329803.49   | 0.09%             | 2030-01-21      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1291787.03   | 0.09%             | 2033-10-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                                   | SFIL                                            | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              |  | FR        |     100000 | PA      | $120933.05    | 0.01%             | 2030-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    6050000 | PA      | $7487782.54   | 0.53%             | 2038-01-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     742000 | PA      | $986979.70    | 0.07%             | 2034-02-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    4800000 | PA      | $5720164.65   | 0.41%             | 2027-05-19      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                 | LIBERTY MUTUAL GROUP INC                        | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     100000 | PA      | $126117.89    | 0.01%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| SNCF RESEAU SA                                            | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              |  | FR        |     580000 | PA      | $807398.08    | 0.06%             | 2035-01-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2221000 | PA      | $1629006.69   | 0.12%             | 2035-06-02      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   54570328 | OU      | $-1097977.00  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    1405000 | PA      | $746375.98    | 0.05%             | 2032-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     605000 | PA      | $425455.99    | 0.03%             | 2028-09-11      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     614000 | PA      | $728509.73    | 0.05%             | 2036-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                          | NEDERLANDSE WATERSCHAPSBANK NV                  | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              |  | NL        |     400000 | PA      | $333007.09    | 0.02%             | 2037-02-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18823875 | OU      | $-519337.14   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GE CAPITAL UK FUNDING UNLIMITED COMPANY                   | GE CAPITAL UK FUNDING UNLIMITED CO              | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |     146000 | PA      | $212271.31    | 0.02%             | 2033-01-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     300000 | PA      | $350072.59    | 0.02%             | 2034-03-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SELP Finance S.a r.l.                                     | SELP FINANCE SARL                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |    2004000 | PA      | $2229041.78   | 0.16%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA NEW ZEALAND BANKING GROUP LTD                   | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: ZL8896827<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     228000 | PA      | $158957.11    | 0.01%             | 2028-03-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1184000 | PA      | $1428429.66   | 0.10%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1104501.28   | 0.08%             | 2032-04-07      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     527000 | PA      | $669318.49    | 0.05%             | 2031-05-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    6000000 | PA      | $5069837.17   | 0.36%             | 2037-03-05      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |    3900000 | PA      | $4596670.85   | 0.33%             | 2032-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     210000 | PA      | $254907.49    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     386000 | PA      | $265834.19    | 0.02%             | 2034-03-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    1203000 | PA      | $1181600.63   | 0.08%             | 2033-02-24      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $4248525.08   | 0.30%             | 2033-09-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $209626.89    | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5568097 | OU      | $-71689.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     254000 | PA      | $289464.30    | 0.02%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    2699000 | PA      | $3112646.17   | 0.22%             | 2037-01-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5266078 | OU      | $-120285.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1981000 | PA      | $2417047.21   | 0.17%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1203000 | PA      | $1438092.91   | 0.10%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $121193.27    | 0.01%             | 2027-05-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings S.C.A.                          | MEDTRONIC GLOBAL HOLDINGS SCA                   | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $893011.66    | 0.06%             | 2039-03-07      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     290000 | PA      | $301396.87    | 0.02%             | 2036-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   35765799 | OU      | $-277584.59   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $198748.91    | 0.01%             | 2029-10-03      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                   | HEIDELBERG MATERIALS AG                         | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |    1224000 | PA      | $1502839.37   | 0.11%             | 2034-07-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                    | GENERAL MOTORS FINANCIAL CO INC                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     250000 | PA      | $308197.72    | 0.02%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235912.00    | 0.02%             | 2034-09-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $225584.58    | 0.02%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $1350215.68   | 0.10%             | 2031-06-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                 | COLGATE PALMOLIVE CO                            | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1906373.39   | 0.14%             | 2034-03-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                                 | AYVENS SA                                       | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $368830.14    | 0.03%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    3000000 | PA      | $2038915.55   | 0.15%             | 2033-05-24      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     375000 | PA      | $396064.05    | 0.03%             | 2031-07-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    5400000 | PA      | $4033999.19   | 0.29%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    1183000 | PA      | $1428191.80   | 0.10%             | 2034-08-27      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | FRESENIUS SE CO KGAA                            | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $254729.84    | 0.02%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | MANITOBA PROVINCE OF                            | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |    4233000 | PA      | $2820596.36   | 0.20%             | 2034-08-28      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AR8<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $407443.78    | 0.03%             | 2033-11-08      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |     394000 | PA      | $242511.01    | 0.02%             | 2031-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104152.53    | 0.01%             | 2032-07-12      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4526000 | PA      | $6621033.37   | 0.47%             | 2034-03-27      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1770327 | OU      | $-46107.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $372413.81    | 0.03%             | 2033-01-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     343000 | PA      | $394893.16    | 0.03%             | 2043-02-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     233000 | PA      | $288850.66    | 0.02%             | 2033-08-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1894600000 | PA      | $11625273.46  | 0.83%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Sandoz Finance B.V.                                       | SANDOZ FINANCE BV                               | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |     125000 | PA      | $151881.57    | 0.01%             | 2035-03-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    1340000 | PA      | $1001949.71   | 0.07%             | 2035-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $339944.21    | 0.02%             | 2029-03-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                    | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $6017282.17   | 0.43%             | 2033-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     760000 | PA      | $906114.56    | 0.06%             | 2027-05-03      | Floating      | 2.43%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1639791 | OU      | $-27086.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUEZ SA                                                   | SUEZ SACA                                       | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $625328.71    | 0.04%             | 2033-11-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                           | TOYOTA MOTOR CREDIT CORP                        | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122564.74    | 0.01%             | 2031-07-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3998000 | PA      | $4519907.62   | 0.32%             | 2036-10-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $763848.37    | 0.05%             | 2034-11-21      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |    4300000 | PA      | $5126471.22   | 0.37%             | 2035-05-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                     | BANCO BILBAO VIZCAYA ARGENTARIA SA              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $246880.74    | 0.02%             | 2034-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $503230.01    | 0.04%             | 2029-01-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $183037.08    | 0.01%             | 2034-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1661400000 | PA      | $8696878.65   | 0.62%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $974376.39    | 0.07%             | 2034-01-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    2000000 | PA      | $1360510.00   | 0.10%             | 2036-03-10      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |    8980000 | PA      | $6222115.52   | 0.44%             | 2034-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    2377000 | PA      | $1609159.58   | 0.11%             | 2038-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |      63952 | NS      | $76081.23     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| NESTLE HOLDINGS, INC.                                     | NESTLE HOLDINGS INC                             | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |     470000 | PA      | $670800.17    | 0.05%             | 2032-09-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -7556146 | OU      | $34902.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $851371.17    | 0.06%             | 2032-06-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                            | VAR ENERGI ASA                                  | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |     913000 | PA      | $1101144.10   | 0.08%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     194000 | PA      | $213181.39    | 0.02%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   56765611 | OU      | $-664371.21   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1513703.78   | 0.11%             | 2034-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $75651.15     | 0.01%             | 2028-11-20      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     150000 | PA      | $180947.14    | 0.01%             | 2031-09-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1966000 | PA      | $2093176.38   | 0.15%             | 2036-03-11      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    3940000 | PA      | $5930448.88   | 0.42%             | 2033-05-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     400000 | PA      | $339392.24    | 0.02%             | 2036-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -681254 | OU      | $20222.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122591.12    | 0.01%             | 2033-01-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |   14897000 | PA      | $8045183.58   | 0.57%             | 2034-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $4332367.90   | 0.31%             | 2032-11-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1179024 | OU      | $-42809.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     325000 | PA      | $384833.72    | 0.03%             | 2041-04-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     641000 | PA      | $824952.68    | 0.06%             | 2034-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1973260 | OU      | $-35244.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     131000 | PA      | $155463.92    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   36424781 | OU      | $-494581.23   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Suedzucker International Finance B.V.                     | SUDZUCKER INTERNATIONAL FINANCE BV              | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |     382000 | PA      | $460794.04    | 0.03%             | 2032-01-29      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    1980000 | PA      | $1092706.99   | 0.08%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4181751698 | OU      | $-696120.93   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2875750000 | PA      | $16756566.11  | 1.20%             | 2033-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Australia                                 | AUSTRALIA GOVERNMENT BOND                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     676000 | PA      | $396095.41    | 0.03%             | 2032-11-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    3100000 | PA      | $2183953.20   | 0.16%             | 2028-05-26      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     350000 | PA      | $420488.85    | 0.03%             | 2036-09-03      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   10000000 | PA      | $11751629.11  | 0.84%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $122834.64    | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                               | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | FR        |      85000 | PA      | $112375.06    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2806000 | PA      | $3261126.27   | 0.23%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4612399 | OU      | $-114349.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    1013000 | PA      | $1453000.70   | 0.10%             | 2034-11-24      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                                 | WENDEL SE                                       | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $498970.47    | 0.04%             | 2030-06-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                            | MERLIN PROPERTIES SOCIMI SA                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $820248.64    | 0.06%             | 2033-09-04      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4232715029 | OU      | $-668626.66   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     451000 | PA      | $264830.79    | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    2500000 | PA      | $2915295.07   | 0.21%             | 2038-06-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |    5000000 | PA      | $6015532.19   | 0.43%             | 2035-04-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TELUS CORPORATION                                         | TELUS CORP                                      | CUSIP: 87971MAU7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    2350000 | PA      | $1745488.68   | 0.12%             | 2043-11-26      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20945452 | OU      | $-296096.97   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung    | VOLKSWAGEN BANK GMBH                            | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1131543.43   | 0.08%             | 2031-05-03      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   10939997 | OU      | $-179049.03   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1805940.64   | 0.13%             | 2031-06-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP FINANCIAL INC                               | CUSIP: YV7141240<br>LEI: N/A                  | Long             | DBT              |  | CA        |     800000 | PA      | $589642.05    | 0.04%             | 2034-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.               | DEUTSCHE TELEKOM INTERNATIONAL FINANCE          | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      29000 | PA      | $44635.90     | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| TASMANIAN PUBLIC FINANCE CORPORATION                      | TASMANIAN PUBLIC FINANCE CORP                   | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              |  | AU        |    3675000 | PA      | $2358158.25   | 0.17%             | 2034-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $457465.63    | 0.03%             | 2030-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                         | FEDEX CORP                                      | CUSIP: N/A<br>LEI: 549300E707U7WNPZN687       | Long             | DBT              | CORP              | US        |     200000 | PA      | $196819.27    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1582668.98   | 0.11%             | 2033-09-12      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| Ireland                                                   | IRELAND GOVERNMENT BOND                         | CUSIP: BJ9474542<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     254000 | PA      | $272193.79    | 0.02%             | 2030-10-18      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1196369 | OU      | $5380.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     750000 | PA      | $764720.32    | 0.05%             | 2032-03-11      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                             | TEMASEK FINANCIAL I LTD                         | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |    5618000 | PA      | $6843868.48   | 0.49%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     486000 | PA      | $499722.68    | 0.04%             | 2038-05-19      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     468000 | PA      | $466492.29    | 0.03%             | 2040-03-21      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                | EQUINIX EUROPE 2 FINANCING CORP LLC             | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     375000 | PA      | $443482.08    | 0.03%             | 2033-09-03      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100200.89    | 0.01%             | 2036-05-09      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    1556000 | PA      | $1587610.58   | 0.11%             | 2033-03-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                     | VOLKSWAGEN INTERNATIONAL FINANCE NV             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1327537.03   | 0.09%             | 2035-09-02      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                   | PROVINCE OF NOVA SCOTIA CANADA                  | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              |  | CA        |     844000 | PA      | $644061.47    | 0.05%             | 2041-06-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | EUROFINS SCIENTIFIC SE                          | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |    2532000 | PA      | $3038165.20   | 0.22%             | 2033-02-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $248527.53    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     767000 | PA      | $823433.13    | 0.06%             | 2030-08-14      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Brookfield Corporation                                    | BROOKFIELD CORP                                 | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $73652.92     | 0.01%             | 2035-06-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES AG                | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     406000 | PA      | $436039.77    | 0.03%             | 2030-02-12      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | EUROFINS SCIENTIFIC SE                          | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $126475.15    | 0.01%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Northern Territory Treasury Corporation                   | NORTHERN TERRITORY TREASURY CORP                | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |    3100000 | PA      | $2166101.79   | 0.15%             | 2037-04-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    6130000 | PA      | $3658682.70   | 0.26%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     300000 | PA      | $313760.90    | 0.02%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | FRESENIUS SE CO KGAA                            | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     898000 | PA      | $1162682.52   | 0.08%             | 2030-10-05      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CK Hutchison Europe Finance (21) Limited                  | CK HUTCHISON EUROPE FINANCE 21 LTD              | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |     241000 | PA      | $240043.20    | 0.02%             | 2033-11-02      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KfW                                                       | KREDITANSTALT FUER WIEDERAUFBAU                 | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              |  | DE        |     123000 | PA      | $183140.77    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     531000 | PA      | $737075.31    | 0.05%             | 2039-12-05      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $4230283.48   | 0.30%             | 2043-03-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     544000 | PA      | $528260.31    | 0.04%             | 2033-09-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| THE TIMKEN COMPANY                                        | TIMKEN CO THE                                   | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    6515000 | PA      | $7875305.85   | 0.56%             | 2034-05-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    3405000 | PA      | $4046709.68   | 0.29%             | 2032-01-14      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $243114.80    | 0.02%             | 2034-07-26      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $362431.73    | 0.03%             | 2034-02-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     350000 | PA      | $417211.54    | 0.03%             | 2027-03-28      | Floating      | 2.42%                 | No            | 2                  | On Loan: No      |
| SPAREBANK 1 SMN                                           | SPAREBANK 1 SMN                                 | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |     400000 | PA      | $487129.39    | 0.03%             | 2029-05-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    6203000 | PA      | $6405803.97   | 0.46%             | 2032-06-26      | Fixed         | 0.83%                 | No            | 2                  | On Loan: No      |
| COFIROUTE SA                                              | COFIROUTE SA                                    | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117228.51    | 0.01%             | 2033-03-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                | EQUINIX EUROPE 2 FINANCING CORP LLC             | CUSIP: 29390XAD6<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     957000 | PA      | $1107106.90   | 0.08%             | 2034-11-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | VOLKSWAGEN LEASING GMBH                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $123530.41    | 0.01%             | 2031-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     250000 | PA      | $370304.90    | 0.03%             | 2039-01-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6600000 | PA      | $4887845.51   | 0.35%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1500000 | PA      | $867918.32    | 0.06%             | 2037-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2861335.68   | 0.20%             | 2035-05-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     519627 | OU      | $-13369.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     699262 | OU      | $-16774.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     647896 | OU      | $-13356.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1266046.45   | 0.09%             | 2027-07-22      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1340476.62   | 0.10%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: YO0367764<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5942838.64   | 0.42%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $114072.68    | 0.01%             | 2027-12-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657AZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1252832.95   | 0.09%             | 2031-04-23      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20032851 | OU      | $-391879.05   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     350000 | PA      | $424326.25    | 0.03%             | 2034-06-12      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $2219987.72   | 0.16%             | 2034-02-13      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                              | SEGRO PLC                                       | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1997266.90   | 0.14%             | 2035-06-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     512000 | PA      | $659354.26    | 0.05%             | 2033-11-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Adif Alta Velocidad                                       | ADIF ALTA VELOCIDAD                             | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              |  | ES        |     500000 | PA      | $618801.29    | 0.04%             | 2033-04-30      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4274215002 | OU      | $-232927.96   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                          | AIR PRODUCTS AND CHEMICALS INC                  | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1191866.87   | 0.09%             | 2035-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     898000 | PA      | $1253845.94   | 0.09%             | 2034-02-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $168524.54    | 0.01%             | 2042-08-27      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     500000 | PA      | $620373.63    | 0.04%             | 2033-06-14      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4204129267 | OU      | $-289349.03   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     366000 | PA      | $392187.50    | 0.03%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   10753000 | PA      | $6172389.80   | 0.44%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                      | FRENCH REPUBLIC GOVERNMENT BOND OAT             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     486000 | PA      | $576319.17    | 0.04%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                  | KONINKLIJKE PHILIPS NV                          | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     788000 | PA      | $985134.10    | 0.07%             | 2031-09-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    3637000 | PA      | $3222508.21   | 0.23%             | 2039-01-31      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $171423.81    | 0.01%             | 2039-06-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Magna International Inc.                                  | MAGNA INTERNATIONAL INC                         | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |     725000 | PA      | $911074.35    | 0.06%             | 2032-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 4456100000 | PA      | $29443884.40  | 2.10%             | 2036-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH      | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1920000 | PA      | $1249220.64   | 0.09%             | 2038-05-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1325336.78   | 0.09%             | 2036-05-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    9110000 | PA      | $4194512.17   | 0.30%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1900000 | PA      | $1687290.92   | 0.12%             | 2035-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |   15800000 | PA      | $10381101.97  | 0.74%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    2600000 | PA      | $2025336.93   | 0.14%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                          | DSV FINANCE BV                                  | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    2528000 | PA      | $2965506.01   | 0.21%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     606000 | PA      | $590877.07    | 0.04%             | 2037-11-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $727091.69    | 0.05%             | 2032-01-24      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     983000 | PA      | $1173896.24   | 0.08%             | 2033-01-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1035950000 | PA      | $6512865.75   | 0.46%             | 2032-12-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $3310936.08   | 0.24%             | 2030-03-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $243163.93    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Investor Aktiebolag                                       | INVESTOR AB                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     601000 | PA      | $531280.44    | 0.04%             | 2035-10-29      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                                 | WENDEL SE                                       | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $952988.65    | 0.07%             | 2033-08-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    4000000 | PA      | $3128988.66   | 0.22%             | 2037-06-18      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT FIVE YEAR BOND                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1715050000 | PA      | $10816733.41  | 0.77%             | 2028-12-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| NESTLE CAPITAL CORPORATION                                | NESTLE CAPITAL CORP                             | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |    2024000 | PA      | $2720331.10   | 0.19%             | 2036-03-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   25862442 | OU      | $-890066.54   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   10091542 | OU      | $-189668.91   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1867088.89   | 0.13%             | 2030-12-11      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    1079000 | PA      | $1299218.92   | 0.09%             | 2030-10-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1172000 | PA      | $878407.43    | 0.06%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1689272.59   | 0.12%             | 2033-05-23      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7802971 | OU      | $-231999.68   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     918000 | PA      | $1086369.82   | 0.08%             | 2037-05-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $250413.48    | 0.02%             | 2030-06-12      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2381665.25   | 0.17%             | 2027-02-25      | Floating      | 2.40%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   34132581 | OU      | $-303005.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |   19000000 | PA      | $14274098.14  | 1.02%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| THE COCA-COLA COMPANY                                     | COCA COLA CO THE                                | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     261000 | PA      | $267429.82    | 0.02%             | 2035-03-09      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3524291.57   | 0.25%             | 2029-09-19      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2300000 | PA      | $1521227.36   | 0.11%             | 2037-02-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     500000 | PA      | $566616.02    | 0.04%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    2702000 | PA      | $3167144.46   | 0.23%             | 2035-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3852000 | PA      | $3308199.95   | 0.24%             | 2033-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5750753 | OU      | $-111333.89   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     441000 | PA      | $322213.49    | 0.02%             | 2035-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $215348.57    | 0.02%             | 2043-05-25      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2549133.41   | 0.18%             | 2033-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $483155.74    | 0.03%             | 2028-11-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5400000 | PA      | $2775375.67   | 0.20%             | 2036-05-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    4900000 | PA      | $3881716.21   | 0.28%             | 2040-06-18      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $326764.37    | 0.02%             | 2036-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $2065645.47   | 0.15%             | 2035-03-14      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: ZN3731462<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $249543.70    | 0.02%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -6746703 | OU      | $-38039.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | HALEON UK CAPITAL PLC                           | CUSIP: N/A<br>LEI: 5493004B26DRJNN0OV17       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $167857.59    | 0.01%             | 2038-03-29      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4422000 | PA      | $5240370.80   | 0.37%             | 2032-06-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2082000 | PA      | $1474304.77   | 0.11%             | 2032-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    3271000 | PA      | $3889765.85   | 0.28%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA        | CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $934848.06    | 0.07%             | 2036-05-16      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    2526000 | PA      | $2383068.08   | 0.17%             | 2039-07-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                      | GLOBAL PAYMENTS INC                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5914000 | PA      | $7382672.71   | 0.53%             | 2031-03-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1115543.76   | 0.08%             | 2039-12-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1370676.33   | 0.10%             | 2034-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     884000 | PA      | $658298.15    | 0.05%             | 2031-03-03      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    3211000 | PA      | $4048767.01   | 0.29%             | 2033-05-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                             | ALPHABET INC                                    | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   16551000 | PA      | $19454244.03  | 1.39%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                               | AKER BP ASA                                     | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |    7674000 | PA      | $9305447.77   | 0.66%             | 2032-05-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TRATON Finance Luxembourg S.A.                            | TRATON FINANCE LUXEMBOURG SA                    | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $841427.32    | 0.06%             | 2029-01-16      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE CANADA INC.                         | DAIMLER TRUCK FINANCE CANADA INC                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |     243000 | PA      | $179098.44    | 0.01%             | 2026-12-15      | Fixed         | 2.46%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $795781.96    | 0.06%             | 2037-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: 74341EAC6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1058312.75   | 0.08%             | 2031-09-10      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5600000 | PA      | $2594332.55   | 0.19%             | 2040-05-24      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 6093800000 | PA      | $28183726.24  | 2.01%             | 2040-09-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| BMW Finance N.V.                                          | BMW FINANCE NV                                  | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     243000 | PA      | $293810.84    | 0.02%             | 2034-11-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     911000 | PA      | $1076333.06   | 0.08%             | 2035-02-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5118000 | PA      | $6674608.37   | 0.48%             | 2034-07-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $476025.52    | 0.03%             | 2031-10-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                        | ALTRIA GROUP INC                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $3158941.31   | 0.23%             | 2031-06-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    6600000 | PA      | $4661866.97   | 0.33%             | 2029-03-22      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2883653 | OU      | $-71283.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    1475000 | PA      | $1504737.72   | 0.11%             | 2032-06-17      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    7905000 | PA      | $9678015.86   | 0.69%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   24461197 | OU      | $-737728.46   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $695506.41    | 0.05%             | 2044-03-11      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada          | CANADIAN NATIONAL RAILWAY CO                    | CUSIP: 136375DE9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1529077.28   | 0.11%             | 2033-05-10      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT A S                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $120038.07    | 0.01%             | 2031-07-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CTP N.V.                                                  | CTP NV                                          | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     325000 | PA      | $346001.40    | 0.02%             | 2031-09-27      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    3622000 | PA      | $4244243.90   | 0.30%             | 2039-10-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TELUS CORPORATION                                         | TELUS CORP                                      | CUSIP: 87971MCB7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $121200.40    | 0.01%             | 2030-09-09      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     235000 | PA      | $240807.41    | 0.02%             | 2032-03-23      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |       2101 | NS      | $2883.03      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3627900000 | PA      | $18735918.67  | 1.34%             | 2044-03-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    2574000 | PA      | $3098636.22   | 0.22%             | 2036-09-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |     800000 | PA      | $1026572.87   | 0.07%             | 2034-10-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5600000 | PA      | $3884162.67   | 0.28%             | 2031-05-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Region Ile de France                                      | REGION OF ILE DE FRANCE                         | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |     100000 | PA      | $120655.46    | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $469870.43    | 0.03%             | 2029-11-06      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3916414 | OU      | $-117697.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     487000 | PA      | $658436.65    | 0.05%             | 2033-03-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND DOLLAR                                        | NEW ZEALAND DOLLAR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -306436 | OU      | $1793.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   34606259 | OU      | $-381308.69   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     152000 | PA      | $184001.78    | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $229250.82    | 0.02%             | 2029-05-31      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     400000 | PA      | $485696.66    | 0.03%             | 2031-09-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $8233956.96   | 0.59%             | 2033-05-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     305000 | PA      | $367563.13    | 0.03%             | 2032-05-28      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                 | APPLE INC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     800000 | PA      | $1064936.95   | 0.08%             | 2029-07-31      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     231880 | OU      | $-11102.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      76000 | PA      | $75157.03     | 0.01%             | 2034-07-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1194436.23   | 0.09%             | 2028-08-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26513981 | OU      | $-654479.59   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                  | MACQUARIE GROUP LTD                             | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $190039.96    | 0.01%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  480000000 | PA      | $3254733.57   | 0.23%             | 2029-09-20      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    3926000 | PA      | $4781326.44   | 0.34%             | 2035-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    3600000 | PA      | $2409802.09   | 0.17%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| NIBC Bank N.V.                                            | NIBC BANK NV                                    | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $483807.03    | 0.03%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     917000 | PA      | $1109462.29   | 0.08%             | 2031-01-21      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    1775000 | PA      | $2114085.69   | 0.15%             | 2034-05-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SWISS FRANC                                               | SWISS FRANC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CH        |         50 | NS      | $64.93        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                              | ACTION LOGEMENT SERVICES                        | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $223122.13    | 0.02%             | 2037-09-28      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc.                                          | PSP CAPITAL INC                                 | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $718870.05    | 0.05%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1940936.96   | 0.14%             | 2037-10-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     570000 | PA      | $323128.45    | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     439000 | PA      | $499491.99    | 0.04%             | 2028-06-26      | Fixed         | 0.52%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   53307592 | OU      | $-651018.77   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  269141984 | OU      | $-21610.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     900000 | PA      | $1025141.37   | 0.07%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                             | PRUDENTIAL PLC                                  | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $107085.74    | 0.01%             | 2029-05-11      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4769637.87   | 0.34%             | 2031-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     713000 | PA      | $723009.08    | 0.05%             | 2035-02-17      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $88902.96     | 0.01%             | 2039-05-31      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA AUSTRALIA                        | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     700000 | PA      | $496598.13    | 0.04%             | 2028-01-19      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   39068350 | OU      | $-59395.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2726322.25   | 0.19%             | 2035-06-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $247664.74    | 0.02%             | 2030-01-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     570000 | PA      | $798991.77    | 0.06%             | 2035-04-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                  | BAYER AG                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $63878.51     | 0.00%             | 2033-05-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1404228.15   | 0.10%             | 2033-11-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Region Ile de France                                      | REGION OF ILE DE FRANCE                         | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |     200000 | PA      | $234689.24    | 0.02%             | 2034-05-25      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $335836.03    | 0.02%             | 2030-09-04      | Fixed         | 1.49%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $8075117.91   | 0.58%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1244000 | PA      | $1371578.89   | 0.10%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $477530.49    | 0.03%             | 2031-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    4475000 | PA      | $5260558.67   | 0.38%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2134176 | OU      | $-60052.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    3700000 | PA      | $2601651.20   | 0.19%             | 2027-10-18      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1875661530 | OU      | $-139509.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Vonovia SE                                                | VONOVIA SE                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $489694.98    | 0.03%             | 2034-04-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $122028.58    | 0.01%             | 2029-12-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OMERS Finance Trust                                       | OMERS FINANCE TRUST                             | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1191626.37   | 0.08%             | 2035-01-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   35432690 | OU      | $-421821.41   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     700000 | PA      | $513497.03    | 0.04%             | 2032-06-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ESB FINANCE DESIGNATED ACTIVITY COMPANY                   | ESB FINANCE DAC                                 | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     900000 | PA      | $1123867.54   | 0.08%             | 2036-03-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   53395962 | OU      | $-1013630.21  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Adif Alta Velocidad                                       | ADIF ALTA VELOCIDAD                             | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              |  | ES        |    1300000 | PA      | $1573664.97   | 0.11%             | 2034-04-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $340872.96    | 0.02%             | 2029-10-04      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    1000000 | PA      | $757072.70    | 0.05%             | 2033-12-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    3300000 | PA      | $3892857.97   | 0.28%             | 2033-09-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   11696000 | PA      | $8030660.66   | 0.57%             | 2039-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    6000000 | PA      | $4707351.48   | 0.34%             | 2037-06-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                          | WELLTOWER INC                                   | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1328444.54   | 0.09%             | 2034-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc.                                          | PSP CAPITAL INC                                 | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $2758905.74   | 0.20%             | 2035-02-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     500000 | PA      | $608537.07    | 0.04%             | 2032-05-17      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   53371295 | OU      | $-1067867.05  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1831000 | PA      | $1651452.74   | 0.12%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     600000 | PA      | $508800.35    | 0.04%             | 2033-03-08      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6400000 | PA      | $5092966.07   | 0.36%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                              | JAPANESE YEN                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -439504758 | OU      | $66945.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                        | T MOBILE USA INC                                | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $239605.61    | 0.02%             | 2036-05-08      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2460003.74   | 0.18%             | 2031-04-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    6453000 | PA      | $7151182.62   | 0.51%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES AG                | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $486254.61    | 0.03%             | 2031-11-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    2042000 | PA      | $2437329.28   | 0.17%             | 2033-09-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117921.83    | 0.01%             | 2032-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     772000 | PA      | $893669.81    | 0.06%             | 2034-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAT                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $600236.93    | 0.04%             | 2032-05-22      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                             | NEW SOUTH WALES TREASURY CORP                   | CUSIP: BJ1619839<br>LEI: N/A                  | Long             | DBT              |  | AU        |   11000000 | PA      | $4974177.73   | 0.35%             | 2041-05-07      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Province of Saskatchewan                                  | PROVINCE OF SASKATCHEWAN CANADA                 | CUSIP: ZB7805847<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |     800000 | PA      | $965329.12    | 0.07%             | 2034-05-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $349727.20    | 0.02%             | 2040-05-18      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                                        | HOLDING D INFRASTRUCTURES DE TRANSPOR           | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2159580.40   | 0.15%             | 2029-09-18      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -4179112 | OU      | $78828.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   33833103 | OU      | $-566310.01   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   35765799 | OU      | $-1558.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1776000 | PA      | $1918981.77   | 0.14%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                | EQUINIX EUROPE 2 FINANCING CORP LLC             | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |     272000 | PA      | $326242.82    | 0.02%             | 2034-05-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $826723.46    | 0.06%             | 2035-02-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -3198349 | OU      | $28851.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   24461197 | OU      | $98848.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                         | KOMMUNALBANKEN AS                               | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              |  | NO        |    3000000 | PA      | $2083995.94   | 0.15%             | 2034-04-18      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6000000 | PA      | $4044145.77   | 0.29%             | 2031-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc.                                          | PSP CAPITAL INC                                 | CUSIP: C75089AC3<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |    3400000 | PA      | $2653614.44   | 0.19%             | 2030-12-02      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     296000 | PA      | $310247.84    | 0.02%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $488873.75    | 0.03%             | 2036-02-26      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17542157 | OU      | $-196406.48   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119323.04    | 0.01%             | 2034-09-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     200000 | PA      | $253344.86    | 0.02%             | 2037-06-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     800000 | PA      | $615919.95    | 0.04%             | 2032-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    1400000 | PA      | $1605091.72   | 0.11%             | 2037-06-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1064550000 | PA      | $6976163.30   | 0.50%             | 2031-03-20      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2177155 | OU      | $-64227.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $139040.19    | 0.01%             | 2029-10-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    1600000 | PA      | $1566509.72   | 0.11%             | 2033-04-19      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     378000 | PA      | $470964.94    | 0.03%             | 2033-01-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    1676000 | PA      | $2006787.73   | 0.14%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    5333000 | PA      | $7246081.09   | 0.52%             | 2038-12-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                         | AUSTRALIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |      13194 | NS      | $9243.13      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      64000 | PA      | $82073.54     | 0.01%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Statsministeriet, Departementet                           | DENMARK GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    2111000 | PA      | $323670.19    | 0.02%             | 2035-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                | TENNESSEE VALLEY AUTHORITY                      | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     220000 | PA      | $314762.29    | 0.02%             | 2032-06-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                | CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE      | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              |  | FR        |    3000000 | PA      | $3270224.88   | 0.23%             | 2032-05-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $2228068.07   | 0.16%             | 2034-11-02      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     855000 | PA      | $1267223.54   | 0.09%             | 2032-06-07      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $116574.98    | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     167000 | PA      | $216381.16    | 0.02%             | 2040-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                                          | WPP FINANCE 2013                                | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |    4872000 | PA      | $5786861.42   | 0.41%             | 2033-09-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $118724.74    | 0.01%             | 2032-02-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   53191529 | OU      | $-1363487.34  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    2349000 | PA      | $2264014.09   | 0.16%             | 2035-07-31      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     361000 | PA      | $416111.51    | 0.03%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4121848035 | OU      | $-709774.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW ZEALAND DOLLAR                                        | NEW ZEALAND DOLLAR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -299689 | OU      | $7624.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    4900000 | PA      | $3472102.00   | 0.25%             | 2029-02-05      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                           | BLACKROCK INC                                   | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |    6267000 | PA      | $7628372.25   | 0.54%             | 2035-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                      | FRANCE GOVT OF                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    4236000 | PA      | $3827880.96   | 0.27%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| La Compagnie de Telephone Bell du Canada ou Bell Canada   | BELL TELEPHONE CO OF CANADA OR BELL CANADA      | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $4686482.30   | 0.33%             | 2034-08-24      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA SA                                    | CREDIT MUTUEL ARKEA SA                          | CUSIP: DA9303490<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $835340.60    | 0.06%             | 2030-12-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BASF SE                                                   | BASF SE                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $1022552.82   | 0.07%             | 2035-03-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  651200000 | PA      | $4371896.59   | 0.31%             | 2031-11-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Aktiebolaget Electrolux                                   | ELECTROLUX AB                                   | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | DBT              | CORP              | SE        |    1160000 | PA      | $1338982.94   | 0.10%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2900000 | PA      | $3641351.10   | 0.26%             | 2033-01-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1922150000 | PA      | $9156566.37   | 0.65%             | 2042-06-20      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2026902 | OU      | $-64117.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                          | PUBLIC STORAGE                                  | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     451000 | PA      | $468317.03    | 0.03%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     300000 | PA      | $334535.71    | 0.02%             | 2032-05-03      | Fixed         | 1.85%                 | Yes           | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207976.04    | 0.01%             | 2035-10-10      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Western Australian Treasury Corporation                   | WESTERN AUSTRALIAN TREASURY CORP                | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              |  | AU        |    1000000 | PA      | $547774.00    | 0.04%             | 2034-10-24      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     626000 | PA      | $804886.08    | 0.06%             | 2040-09-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     825000 | PA      | $922056.06    | 0.07%             | 2028-09-06      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED.                                  | MASTERCARD INC                                  | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113554.13    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT AS                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     441000 | PA      | $540894.99    | 0.04%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                   | CK HUTCHISON GROUP TELECOM FINANCE SA           | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    1120000 | PA      | $1213723.57   | 0.09%             | 2031-10-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     350000 | PA      | $329684.11    | 0.02%             | 2035-09-19      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |     250000 | PA      | $357222.69    | 0.03%             | 2034-06-02      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                              | SEGRO PLC                                       | CUSIP: YV8038288<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              | CORP              | GB        |    4149000 | PA      | $4936732.74   | 0.35%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                             | ALPHABET INC                                    | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     839000 | PA      | $971950.42    | 0.07%             | 2037-05-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |       4844 | NS      | $3577.26      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $1031556.01   | 0.07%             | 2033-06-22      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer