# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001532203-25-000066
**Filing Date:** 2025-12
**Character Count:** 2910140
**Document Hash:** a1fada1cb3533d8863ab0d9dfc4d6ea8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001532203-25-000066.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001532203-25-000066

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 251598937

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

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

## Series and Classes Contracts Data

### Vanguard Total International Bond Index Fund (Series ID: S000035729)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000109500 | Investor Shares      | VTIBX           |
| C000109501 | Admiral Shares       | VTABX           |
| C000109502 | Institutional Shares | VTIFX           |
| C000109503 | ETF Shares           | BNDX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000035729

- **c. LEI of Series:** 549300BXRBFWS9SORH32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $113328660489.83

**Total Liabilities:** $782950342.65

**Net Assets:** $112545710147.18

**Cash Not Reported:** $334947671.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -22118.87833181 | **1-Year:** -2579897.02858727 | **5-Year:** -7946543.68833744 | **10-Year:** -7928015.00214551 | **30-Year:** -2953223.31751970

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

- **3-Month:** -148.71991116 | **1-Year:** -11303.76185746 | **5-Year:** -19193.75408647 | **10-Year:** -15492.43633245 | **30-Year:** -2733.51028987

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109503 | 0.03%                | 0.59%                | 1.02%                |
| Class ID C000109501 | 0.07%                | 0.57%                | 1.03%                |
| Class ID C000109500 | 0.01%                | 0.62%                | 1.03%                |
| Class ID C000109502 | 0.05%                | 0.59%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14091661.22             | $1912227712.00                             |
| Month 2  | $-37802647.59            | $277060172.56                              |
| Month 3  | $37840430.82             | $-1415013274.55                            |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     40997000 | PA      | $26413357.18   | 0.02%             | 2027-08-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3392090.75    | 0.00%             | 2028-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      4430000 | PA      | $5668336.16    | 0.01%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     87715000 | PA      | $63028182.20   | 0.06%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5859134.06    | 0.01%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2156054.52    | 0.00%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $188465.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130255.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |      1800000 | PA      | $1141492.04    | 0.00%             | 2027-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2730708.38    | 0.00%             | 2029-01-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     23204000 | PA      | $27111210.87   | 0.02%             | 2028-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $901588.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     17019000 | PA      | $18410746.19   | 0.02%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     22260000 | PA      | $16697893.30   | 0.01%             | 2032-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |       637000 | PA      | $411445.05     | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4276950000 | PA      | $18828074.16   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     79560000 | PA      | $18909638.23   | 0.02%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    184600000 | PA      | $206024631.32  | 0.18%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GE Capital Canada Funding Co                                                     | GEN ELEC CAP CAN               | CUSIP: 36158ZBK1<br>LEI: 0J5QMY71ANJ6F7HPJJ52 | Long             | DBT              | CORP              | CA        |       765000 | PA      | $571631.31     | 0.00%             | 2037-10-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10897.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12140988.90   | 0.01%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      1289000 | PA      | $1642307.97    | 0.00%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    148395000 | PA      | $174356453.51  | 0.15%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3061198.58    | 0.00%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      3300000 | PA      | $3700344.94    | 0.00%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Plenary Health Bridgepoint LP                                                    | PLENARY HEALTH B               | CUSIP: 72909AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       803838 | PA      | $699333.22     | 0.00%             | 2042-08-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8613599.93    | 0.01%             | 2028-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      1742000 | PA      | $1615982.57    | 0.00%             | 2039-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     34412000 | PA      | $24199077.23   | 0.02%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      1463000 | PA      | $2087287.89    | 0.00%             | 2031-11-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Logicor 2019-1 UK PLC                                                            | LOGICOR                        | CUSIP: N/A<br>LEI: 635400V9BO1NJKELQ692       | Long             | DBT              | CORP              | GB        |      5014000 | PA      | $6427731.04    | 0.01%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                    | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2087009.07    | 0.00%             | 2028-04-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1797127.13    | 0.00%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-290631.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     21300000 | PA      | $15822438.21   | 0.01%             | 2034-06-12      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10200000000 | PA      | $47761726.69   | 0.04%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                             | SWEDEN KINGDOM                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     54000000 | PA      | $61998207.63   | 0.06%             | 2028-06-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                 | UTMOST GRP                     | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1783973.52    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZS6668397<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1132806.11    | 0.00%             | 2049-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 630000000000 | PA      | $38539649.55   | 0.03%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $5508863.93    | 0.00%             | 2033-10-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      4944000 | PA      | $5608618.51    | 0.00%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    104045000 | PA      | $130512274.22  | 0.12%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| City of Greater Sudbury Canada                                                   | GREATER SUDBURY                | CUSIP: 392362AC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       723000 | PA      | $349821.58     | 0.00%             | 2050-03-12      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $98716.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    600000000 | PA      | $19373371.89   | 0.02%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      6000000 | PA      | $5616807.25    | 0.00%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3584000 | PA      | $4114633.32    | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3397328.50    | 0.00%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2681325.18    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      4608000 | PA      | $4528996.47    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAM0<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $717613.65     | 0.00%             | 2030-12-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1240386.74    | 0.00%             | 2035-07-31      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    995000000 | PA      | $34565715.34   | 0.03%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866A98<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     14800000 | PA      | $10955930.70   | 0.01%             | 2034-08-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      7800000 | PA      | $5810965.80    | 0.01%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mondi Finance PLC                                                                | MONDI FINANCE PL               | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5841279.51    | 0.01%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AQ2<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       892000 | PA      | $627959.73     | 0.00%             | 2028-03-31      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    135758000 | PA      | $99954340.51   | 0.09%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8456170.83    | 0.01%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    168342000 | PA      | $93069047.72   | 0.08%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 398139000000 | PA      | $27867501.09   | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |     17420000 | PA      | $12757207.96   | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3689000 | PA      | $2476722.08    | 0.00%             | 2048-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: BG0704620<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |     15000000 | PA      | $15528711.94   | 0.01%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      1281000 | PA      | $834690.87     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingston Solar LP                                                                | KINGSTON SOLAR                 | CUSIP: 496676AA5<br>LEI: 549300GNBSM8TV3DGB51 | Long             | DBT              | CORP              | CA        |        17001 | PA      | $11885.74      | 0.00%             | 2035-07-31      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1388000 | PA      | $928926.83     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1271000 | PA      | $767792.11     | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3827657.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     68470000 | PA      | $78943305.73   | 0.07%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2988300000 | PA      | $19866540.67   | 0.02%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     15500000 | PA      | $16262064.96   | 0.01%             | 2032-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     26000000 | PA      | $22343682.08   | 0.02%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1208199.85    | 0.00%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      7219000 | PA      | $7955190.45    | 0.01%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4322751.55    | 0.00%             | 2035-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     13505000 | PA      | $10062820.99   | 0.01%             | 2033-01-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                                | OPB FINANCE TR                 | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2543000 | PA      | $1822130.62    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                 | WPP FINANCE 2013               | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $924672.19     | 0.00%             | 2046-09-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      9100000 | PA      | $8237583.87    | 0.01%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      4060000 | PA      | $3157162.87    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |     25000000 | PA      | $16254008.41   | 0.01%             | 2030-06-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      2040000 | PA      | $2321800.04    | 0.00%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     19000000 | PA      | $15768732.41   | 0.01%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     67800000 | PA      | $49344521.44   | 0.04%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance DAC                                                    | HAMMERSON IRLND                | CUSIP: N/A<br>LEI: 63540093EUHUMTGSHN61       | Long             | DBT              | CORP              | IE        |      2214000 | PA      | $2519262.49    | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5100000 | PA      | $5347938.73    | 0.00%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3564428.07    | 0.00%             | 2029-04-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2171297.34    | 0.00%             | 2039-04-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |      2214000 | PA      | $2449513.90    | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11965497.73   | 0.01%             | 2034-06-04      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      9300000 | PA      | $10077986.85   | 0.01%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     78740000 | PA      | $11819273.16   | 0.01%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      1250000 | PA      | $991789.91     | 0.00%             | 2031-07-04      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                    | VATTENFALL AB                  | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |      5543000 | PA      | $8149776.11    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1484775.16    | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $14568075.74   | 0.01%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     13002000 | PA      | $11772679.87   | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co V LLC                                                       | KKR GR FIN CO                  | CUSIP: N/A<br>LEI: 549300CDHTQI6RR8MR96       | Long             | DBT              | CORP              | US        |      5132000 | PA      | $5635318.92    | 0.01%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3345081.30    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-352970.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $3042894.43    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2608000 | PA      | $1915294.89    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Flagship Finance PLC                                                             | FLAGSHIP FINANCE               | CUSIP: N/A<br>LEI: 213800H48GBZ7A3H5423       | Long             | DBT              | CORP              | GB        |       946000 | PA      | $509450.52     | 0.00%             | 2061-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                   | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $2818865.13    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    121133000 | PA      | $111143966.85  | 0.10%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     13219000 | PA      | $15024517.09   | 0.01%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |     25000000 | PA      | $28957157.15   | 0.03%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3524000 | PA      | $2256211.19    | 0.00%             | 2029-05-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     71821110 | PA      | $41642660.50   | 0.04%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     53000000 | PA      | $74198393.32   | 0.07%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $523061.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |    900000000 | PA      | $5349908.12    | 0.00%             | 2031-10-14      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2734282.79    | 0.00%             | 2030-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      1570000 | PA      | $1031036.25    | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZP3184121<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3737863.19    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $2349623.02    | 0.00%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6412050000 | PA      | $40788189.66   | 0.04%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     15000000 | PA      | $18116124.88   | 0.02%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AB0<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      2443000 | PA      | $1850070.98    | 0.00%             | 2041-05-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3724000 | PA      | $3508890.66    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: AZ0174443<br>LEI: 3538001KIDW45H6JDO83 | Long             | DBT              | CORP              | JP        |    670000000 | PA      | $4160759.56    | 0.00%             | 2029-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                              | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3015541.96    | 0.00%             | 2029-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CB6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      6201000 | PA      | $6852472.88    | 0.01%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $32386937.90   | 0.03%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $642952.37     | 0.00%             | 2027-11-04      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6740781.61    | 0.01%             | 2032-09-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      7500000 | PA      | $8809604.40    | 0.01%             | 2032-11-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4363500000 | PA      | $19262132.92   | 0.02%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     25000000 | PA      | $28922082.01   | 0.03%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: ZR4572056<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     16500000 | PA      | $17300726.40   | 0.02%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SP Manweb PLC                                                                    | SP MANWEB                      | CUSIP: N/A<br>LEI: 2138009ZFBGRSP57KS35       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $266106.18     | 0.00%             | 2027-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     11260000 | PA      | $7655737.06    | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      6271000 | PA      | $7077202.76    | 0.01%             | 2027-01-18      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2644286.39    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $634281.49     | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAM8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $642061.10     | 0.00%             | 2036-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1559000 | PA      | $1020410.43    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Juturna European Loan Conduit No 16 PLC                                          | JUTURNA EURO                   | CUSIP: N/A<br>LEI: 2138002G6EP1VAWYE654       | Long             | DBT              | CORP              | GB        |      2958822 | PA      | $3950146.42    | 0.00%             | 2033-08-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     53714000 | PA      | $57758861.10   | 0.05%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $7294121.95    | 0.01%             | 2034-04-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5748805.85    | 0.01%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      5938000 | PA      | $6319422.63    | 0.01%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CQ2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $853377.23     | 0.00%             | 2029-12-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1052000 | PA      | $716645.61     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZAW3<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1520000 | PA      | $1058497.96    | 0.00%             | 2028-05-30      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      8700000 | PA      | $10280333.30   | 0.01%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |      4964000 | PA      | $5736040.39    | 0.01%             | 2049-05-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     28014000 | PA      | $27832205.39   | 0.02%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $11500013.83   | 0.01%             | 2028-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3085615.07    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: 225313AU9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $5358087.06    | 0.00%             | 2035-10-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    304219649 | PA      | $266371958.11  | 0.24%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $8936833.18    | 0.01%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS5393112<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      3820000 | PA      | $4716380.63    | 0.00%             | 2029-05-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2174000 | PA      | $2474846.40    | 0.00%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      3097000 | PA      | $2175167.59    | 0.00%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4167291.24    | 0.00%             | 2033-06-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $6473498.71    | 0.01%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      3028000 | PA      | $3699439.52    | 0.00%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      9000000 | PA      | $7068761.26    | 0.01%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: EK7876270<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4838432.47    | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      5612000 | PA      | $4620606.82    | 0.00%             | 2039-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $690402.20     | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       360000 | PA      | $295020.15     | 0.00%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $17411332.39   | 0.02%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      2000000 | PA      | $2343404.65    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCK4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     27000000 | PA      | $19875118.61   | 0.02%             | 2029-11-30      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      2124000 | PA      | $2385513.18    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      9269000 | PA      | $9119965.82    | 0.01%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      3925000 | PA      | $4412114.49    | 0.00%             | 2028-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                                                           | BK OF QUEENSLAND               | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |      7925000 | PA      | $9125594.12    | 0.01%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9553491.03    | 0.01%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5782616.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11500000000 | PA      | $72723788.20   | 0.06%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Energir SEC                                                                      | ENERGIR SEC                    | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      2516000 | PA      | $1736778.54    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    771200000 | PA      | $81805760.95   | 0.07%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    330000000 | PA      | $1975691.43    | 0.00%             | 2032-01-23      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | NEXI                           | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      1750000 | PA      | $1945458.42    | 0.00%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2447818.31    | 0.00%             | 2032-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8375611.45    | 0.01%             | 2029-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12465650000 | PA      | $62538898.54   | 0.06%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      2843000 | PA      | $3166559.25    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AQ2<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5782127.82    | 0.01%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      2800000 | PA      | $3384426.14    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       835000 | PA      | $947165.51     | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1514912.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    267500000 | PA      | $1690655.72    | 0.00%             | 2028-08-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     17000000 | PA      | $10829057.98   | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    150946324 | PA      | $173493762.16  | 0.15%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |     13000000 | PA      | $8561226.97    | 0.01%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCI QuadReal Realty                                                              | BCI QUADREAL REA               | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      1859000 | PA      | $1245838.96    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      7500000 | PA      | $8926376.78    | 0.01%             | 2031-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    115000000 | PA      | $17446211.66   | 0.02%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2493000 | PA      | $1715009.81    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $11616547.91   | 0.01%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      4650000 | PA      | $2892042.54    | 0.00%             | 2028-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     16995000 | PA      | $12537060.82   | 0.01%             | 2029-06-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      2615000 | PA      | $2944286.20    | 0.00%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: BH5287462<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      4401000 | PA      | $4981587.50    | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BH5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      2424000 | PA      | $1707725.84    | 0.00%             | 2028-11-08      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      4750000 | PA      | $5910291.10    | 0.01%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      9155000 | PA      | $11190172.14   | 0.01%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  15525090000 | PA      | $44256781.70   | 0.04%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     11400000 | PA      | $13268248.87   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2746424.48    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Danmarks Skibskredit A/S                                                         | DANMARK SKIBSKRD               | CUSIP: N/A<br>LEI: 549300T70JXFWEXCK295       | Long             | DBT              | CORP              | DK        |      9300000 | PA      | $10095935.83   | 0.01%             | 2028-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $6337946.39    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAD6<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      3255000 | PA      | $2267846.03    | 0.00%             | 2032-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                   | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |      2553000 | PA      | $2926515.35    | 0.00%             | 2027-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAW2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      1313000 | PA      | $1069481.02    | 0.00%             | 2049-06-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAA4<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      1796000 | PA      | $1224643.81    | 0.00%             | 2031-09-22      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      5142000 | PA      | $5862181.45    | 0.01%             | 2027-01-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1619294.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2837200000 | PA      | $19106272.94   | 0.02%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Just Group PLC                                                                   | JUST GROUP PLC                 | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $2052303.84    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $12251009.84   | 0.01%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5875239.46    | 0.01%             | 2030-09-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20000000000 | PA      | $128621906.43  | 0.11%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6626850000 | PA      | $43744326.63   | 0.04%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     12000000 | PA      | $11894225.45   | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2364687.21    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    350921000 | PA      | $53810800.65   | 0.05%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      9736000 | PA      | $11308886.85   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     13000000 | PA      | $15432718.09   | 0.01%             | 2027-11-29      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-227865.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11653381.99   | 0.01%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1497000 | PA      | $920832.98     | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-131766.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2520000 | PA      | $1642130.25    | 0.00%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2380926.87    | 0.00%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: EC2711645<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $2850684.37    | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2809061.50    | 0.00%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |     14000000 | PA      | $10047365.62   | 0.01%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $7042015.25    | 0.01%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      9285000 | PA      | $9917075.78    | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: N/A<br>LEI: E0KSF7PFQ210NWI8Z391       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10620420.35   | 0.01%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      7250000 | PA      | $7291677.44    | 0.01%             | 2031-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | DBT              | CORP              | US        |      2214000 | PA      | $2514772.05    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Saltaire Finance PLC                                                             | SALTAIRE FINANCE               | CUSIP: N/A<br>LEI: 2138005HL9O4VFW2HY47       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1199208.63    | 0.00%             | 2051-11-23      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     44889000 | PA      | $62804739.57   | 0.06%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5836197.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2679.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7788000 | PA      | $8194662.46    | 0.01%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 629199000000 | PA      | $41388721.57   | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     43390000 | PA      | $31484155.86   | 0.03%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      6900000 | PA      | $7242904.31    | 0.01%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAD3<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |      1125000 | PA      | $817108.06     | 0.00%             | 2028-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     13600000 | PA      | $9726571.03    | 0.01%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12040000000 | PA      | $64359632.11   | 0.06%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    731740000 | PA      | $35059755.10   | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $457604.15     | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACY4<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1099836.41    | 0.00%             | 2028-05-23      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     81027000 | PA      | $92135549.66   | 0.08%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     14781000 | PA      | $15596574.83   | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6162193.42    | 0.01%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      6036000 | PA      | $6522421.45    | 0.01%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2686000 | PA      | $2935737.82    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13732700000 | PA      | $47779040.46   | 0.04%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     10500000 | PA      | $11876672.21   | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    125000000 | PA      | $18599078.55   | 0.02%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6472.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1275190.71    | 0.00%             | 2034-07-31      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $64903296.35   | 0.06%             | 2027-08-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115492.14     | 0.00%             | 2028-02-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5289297.30    | 0.00%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9008803.94    | 0.01%             | 2029-03-02      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $38799.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                        | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3030693.80    | 0.00%             | 2031-01-22      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance I BV                                                             | DANFOSS FIN I BV               | CUSIP: N/A<br>LEI: 549300LGLOQFR0NQEZ82       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2155769.13    | 0.00%             | 2028-10-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | VAR ENERGI ASA                 | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $6184232.67    | 0.01%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     12202000 | PA      | $12148198.55   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3171418.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10695879.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     25050000 | PA      | $18489534.40   | 0.02%             | 2028-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7448000 | PA      | $7669969.57    | 0.01%             | 2032-05-12      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10683589.84   | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Assura Financing PLC                                                             | ASSURA FIN                     | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $911680.00     | 0.00%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5936715.48    | 0.01%             | 2033-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSA Tresorerie GIE                                                               | PSA TRESORERIE                 | CUSIP: N/A<br>LEI: 9695004TMMZ3JBKJO332       | Long             | DBT              | CORP              | FR        |      4024000 | PA      | $5299173.30    | 0.00%             | 2033-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xunta de Galicia                                                                 | XUNTA DE GALICIA               | CUSIP: N/A<br>LEI: 9598006NADCDHBCA0B85       | Long             | DBT              | NUSS              | ES        |      6300000 | PA      | $7552095.64    | 0.01%             | 2029-07-30      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     18000000 | PA      | $19910581.10   | 0.02%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupe VYV                                                                       | GROUPE VYV                     | CUSIP: N/A<br>LEI: 969500E0I6R1LLI4UF62       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2187277.05    | 0.00%             | 2029-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1619000 | PA      | $1110803.12    | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      2950000 | PA      | $2286797.18    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     10500000 | PA      | $11348520.63   | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $6044800.05    | 0.01%             | 2030-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     53888000 | PA      | $62409976.37   | 0.06%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |      2019000 | PA      | $2017797.42    | 0.00%             | 2045-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1279255.99    | 0.00%             | 2028-02-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2355304.02    | 0.00%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      8400000 | PA      | $9047991.09    | 0.01%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9247824.83    | 0.01%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1600000 | PA      | $1253624.60    | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11796752.06   | 0.01%             | 2035-03-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5473723.61    | 0.00%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      9102000 | PA      | $6986228.74    | 0.01%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1432000 | PA      | $863032.72     | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     13498000 | PA      | $15404944.17   | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      7161000 | PA      | $6600578.62    | 0.01%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      8500000 | PA      | $9884707.79    | 0.01%             | 2043-02-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: BH3422368<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4565787.04    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14702750000 | PA      | $72606026.20   | 0.06%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2941200000 | PA      | $19889359.72   | 0.02%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      7850000 | PA      | $7638204.56    | 0.01%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2588.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     90000000 | PA      | $104853994.97  | 0.09%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $639997.73     | 0.00%             | 2027-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  91360000000 | PA      | $53040477.15   | 0.05%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| White City Property Finance PLC                                                  | WHITE CITY                     | CUSIP: ED8574979<br>LEI: 5493009BGIJJLWNPOJ21 | Long             | DBT              | CORP              | GB        |      1671633 | PA      | $2244013.44    | 0.00%             | 2035-04-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      1805000 | PA      | $2400602.00    | 0.00%             | 2029-07-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4959000 | PA      | $2843016.92    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      1536000 | PA      | $2086206.57    | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $459240.31     | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     23600000 | PA      | $24583701.02   | 0.02%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $9987464.01    | 0.01%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $10275991.61   | 0.01%             | 2039-01-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: EK2459296<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $2088368.98    | 0.00%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     44950000 | PA      | $50626133.97   | 0.04%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-458271.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6531273.07    | 0.01%             | 2029-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      3266000 | PA      | $4278704.60    | 0.00%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     48129000 | PA      | $27515406.44   | 0.02%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     51539431 | PA      | $57393371.87   | 0.05%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     21290000 | PA      | $18296110.16   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     16043000 | PA      | $12539382.90   | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4500000000 | PA      | $28719828.69   | 0.03%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2471219.00    | 0.00%             | 2033-09-14      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      2994000 | PA      | $2054629.43    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |      9861000 | PA      | $11315937.54   | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     59952000 | PA      | $52933816.82   | 0.05%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: ZP4815137<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |     10500000 | PA      | $10878501.35   | 0.01%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1131400000 | PA      | $7884111.45    | 0.01%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19427801.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      7905000 | PA      | $9072474.67    | 0.01%             | 2027-02-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3181202.25    | 0.00%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    379400000 | PA      | $2411485.70    | 0.00%             | 2028-01-31      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    413000000 | PA      | $42354461.24   | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     23549000 | PA      | $14281928.28   | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    289000000 | PA      | $1854732.65    | 0.00%             | 2027-05-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    330000000 | PA      | $2214224.84    | 0.00%             | 2028-09-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      1962000 | PA      | $1080699.20    | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |     11000000 | PA      | $12751590.43   | 0.01%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      3500000 | PA      | $2652282.31    | 0.00%             | 2033-07-21      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11192739.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5851387.68    | 0.01%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    256200000 | PA      | $1724779.43    | 0.00%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: AP0967186<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3399875.63    | 0.00%             | 2029-09-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1860000 | PA      | $1115477.49    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     95581000 | PA      | $114465873.02  | 0.10%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BV3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5610571.99    | 0.00%             | 2029-07-24      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     21639000 | PA      | $9305834.02    | 0.01%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3886000 | PA      | $4093182.18    | 0.00%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    188345000 | PA      | $19775968.26   | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     90772000 | PA      | $106781728.06  | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $7813869.01    | 0.01%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $9040806.41    | 0.01%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    190000000 | PA      | $218886278.39  | 0.19%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ING Bank Australia Ltd                                                           | ING BANK (AUS)                 | CUSIP: N/A<br>LEI: 70UN1RCXO6LO7KWNC831       | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $1975143.28    | 0.00%             | 2029-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8292610.82    | 0.01%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |     11200000 | PA      | $11101553.36   | 0.01%             | 2032-01-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-311694.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5600000 | PA      | $6204145.94    | 0.01%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     58822000 | PA      | $33628238.48   | 0.03%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2635192.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11119939.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     98000000 | PA      | $98916611.53   | 0.09%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Fonterra Co-operative Group Ltd                                                  | FONTERRA CO-OP                 | CUSIP: N/A<br>LEI: 549300NCQQ9E4O5JX172       | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $65066.31      | 0.00%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      5183000 | PA      | $4498878.13    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                     | ALLIANDER                      | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |      6316000 | PA      | $6570770.60    | 0.01%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: EK8055080<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2779549.91    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                  | SANDOZ GROUP                   | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | DBT              | CORP              | CH        |      3600000 | PA      | $4541609.69    | 0.00%             | 2026-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bromford Housing Group Ltd                                                       | BROMFORD FLAGSHP               | CUSIP: N/A<br>LEI: 213800GKFIZBLASN3454       | Long             | DBT              | CORP              | GB        |       943000 | PA      | $826987.48     | 0.00%             | 2048-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $845896.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |      1545000 | PA      | $1531981.14    | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10000000 | PA      | $14355074.25   | 0.01%             | 2038-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      2250000 | PA      | $1948468.74    | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                            | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |     18100000 | PA      | $22426401.25   | 0.02%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    120943000 | PA      | $105131634.14  | 0.09%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1278331.71    | 0.00%             | 2027-09-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: LW0018397<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2813162.34    | 0.00%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $1509148.64    | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      4262000 | PA      | $3106548.42    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      5294000 | PA      | $5625475.00    | 0.00%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: BH6216197<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11011208.37   | 0.01%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5331150000 | PA      | $34261312.98   | 0.03%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SATO Oyj                                                                         | SATO-OYJ                       | CUSIP: N/A<br>LEI: 7437009ELUGUOA45V564       | Long             | DBT              | CORP              | FI        |      2100000 | PA      | $2357788.73    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    900000000 | PA      | $5716432.55    | 0.01%             | 2028-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                                                | MARTLET HOM                    | CUSIP: N/A<br>LEI: 2138001TCZGXYSUJLZ52       | Long             | DBT              | CORP              | GB        |      1765000 | PA      | $1405611.57    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 174845380000 | PA      | $97948682.54   | 0.09%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      2245000 | PA      | $2258919.49    | 0.00%             | 2030-11-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5144239.63    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Energir SEC                                                                      | ENERGIR SEC                    | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $947154.30     | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    186750000 | PA      | $9308260.30    | 0.01%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      8996000 | PA      | $5843276.42    | 0.01%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       667000 | PA      | $760727.17     | 0.00%             | 2027-05-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    141362000 | PA      | $5403630.76    | 0.00%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8650000000 | PA      | $55580114.46   | 0.05%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      6075000 | PA      | $4324481.31    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5900715.91    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     11700000 | PA      | $13377892.41   | 0.01%             | 2032-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     30000000 | PA      | $34757219.62   | 0.03%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12287337.64   | 0.01%             | 2029-06-02      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAQ2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1490022.74    | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     15900000 | PA      | $18106352.58   | 0.02%             | 2027-03-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      3381000 | PA      | $4478794.43    | 0.00%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4083076.32    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     80000000 | PA      | $92695490.60   | 0.08%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3892934.65    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBP7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1260000 | PA      | $755544.08     | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      1765000 | PA      | $1469619.66    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      2159000 | PA      | $2404209.24    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       486000 | PA      | $400614.56     | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: AN7859266<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      2561000 | PA      | $2447854.92    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    166289000 | PA      | $218223573.32  | 0.19%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      1281000 | PA      | $1077759.23    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      2657000 | PA      | $3071177.84    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    103278072 | PA      | $97539438.41   | 0.09%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |      8836000 | PA      | $8524954.70    | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     13700000 | PA      | $13363038.80   | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      2543000 | PA      | $2387773.31    | 0.00%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  26800000000 | PA      | $14709389.97   | 0.01%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $7098780.82    | 0.01%             | 2027-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    167872000 | PA      | $16173326.36   | 0.01%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $5486808.38    | 0.00%             | 2035-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    150127000 | PA      | $41064163.28   | 0.04%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      4765000 | PA      | $4113052.04    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8319788.93    | 0.01%             | 2029-05-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2883288.65    | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       803000 | PA      | $756708.53     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     22181000 | PA      | $24386958.26   | 0.02%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      1675000 | PA      | $1199165.17    | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-303443.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6545000 | PA      | $4550397.31    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    292755000 | PA      | $330158481.51  | 0.29%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11552000 | PA      | $8640371.80    | 0.01%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     22396000 | PA      | $30598657.68   | 0.03%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     20755000 | PA      | $17867181.19   | 0.02%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1936000 | PA      | $2106003.57    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      6139000 | PA      | $6465034.99    | 0.01%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10830104.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ElectraNet Pty Ltd                                                               | ELECTRANET PTY                 | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |      1800000 | PA      | $1106754.13    | 0.00%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     17000000 | PA      | $20830767.80   | 0.02%             | 2033-01-31      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     57451000 | PA      | $61815559.82   | 0.05%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      4162000 | PA      | $4924998.48    | 0.00%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5100000 | PA      | $2031623.70    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3509000 | PA      | $3937004.35    | 0.00%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      9000000 | PA      | $11005719.68   | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1677234.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      5600000 | PA      | $35812.70      | 0.00%             | 2027-05-31      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     45430000 | PA      | $28007216.83   | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5919716.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8045020.09    | 0.01%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     19600000 | PA      | $20701750.23   | 0.02%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     24400000 | PA      | $23002682.45   | 0.02%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                 | CHURCH COMMISION               | CUSIP: N/A<br>LEI: 5493003JNKYFJ5I03G97       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1444505.39    | 0.00%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2001144.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5593000 | PA      | $3998801.80    | 0.00%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1200000 | PA      | $1359700.03    | 0.00%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |      3241000 | PA      | $3310114.53    | 0.00%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      4600000 | PA      | $5202614.60    | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAJ9<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       953000 | PA      | $686247.58     | 0.00%             | 2027-11-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      9733000 | PA      | $6214475.57    | 0.01%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |     12450000 | PA      | $13699517.54   | 0.01%             | 2030-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2403496.46    | 0.00%             | 2033-06-06      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AX6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1467000 | PA      | $1646884.14    | 0.00%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     15344000 | PA      | $5421331.13    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $29293039.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |      2500000 | PA      | $1488493.63    | 0.00%             | 2030-02-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3176927.19    | 0.00%             | 2028-09-14      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     35000000 | PA      | $40976302.67   | 0.04%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      7065000 | PA      | $5462049.70    | 0.00%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |     20000000 | PA      | $23159462.22   | 0.02%             | 2030-01-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $15876757.30   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5855736.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                           | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6132674.06    | 0.01%             | 2030-06-12      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     29570000 | PA      | $5027304.05    | 0.00%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CV6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $16496231.99   | 0.01%             | 2030-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179KQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $5825262.84    | 0.01%             | 2033-06-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8265494.84    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    638000000 | PA      | $21967224.93   | 0.02%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     18511000 | PA      | $21662288.40   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12997304.52   | 0.01%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     48516347 | PA      | $60259094.05   | 0.05%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     11500000 | PA      | $14330114.63   | 0.01%             | 2026-12-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     15500000 | PA      | $19890568.50   | 0.02%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10874239.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2095000 | PA      | $1481852.48    | 0.00%             | 2026-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                        | PLUXEE NV                      | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5801340.19    | 0.01%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBB3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5920057.38    | 0.01%             | 2032-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1896161.46    | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16132.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCB7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      4993000 | PA      | $3870971.03    | 0.00%             | 2030-09-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                                      | STANTEC INC                    | CUSIP: 85472NAD1<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $687529.29     | 0.00%             | 2030-06-27      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -3450 | NC      | $-439901.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      8708000 | PA      | $11777383.85   | 0.01%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      6012000 | PA      | $3098569.45    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $6051206.48    | 0.01%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |     15000000 | PA      | $17364290.44   | 0.02%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8302774.77    | 0.01%             | 2030-09-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3896638.64    | 0.00%             | 2064-11-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5948271.37    | 0.01%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4000830.83    | 0.00%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      9200000 | PA      | $10328189.44   | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1864789.57    | 0.00%             | 2034-03-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      3187000 | PA      | $3566441.25    | 0.00%             | 2028-10-09      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     21875000 | PA      | $22496964.21   | 0.02%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: AR8873333<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5714102.44    | 0.01%             | 2048-04-11      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $2020744.47    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2647779.73    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    182140000 | PA      | $16661822.13   | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     30673482 | PA      | $36341938.05   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     10100000 | PA      | $9716909.08    | 0.01%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $872986.84     | 0.00%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      8100000 | PA      | $10064397.00   | 0.01%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8669638.85    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |     14300000 | PA      | $15281042.18   | 0.01%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                          | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |     18454000 | PA      | $20818810.27   | 0.02%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Group Ltd                                                                   | NORTH HOUSING                  | CUSIP: N/A<br>LEI: 213800SCCZEJE1KGQ163       | Long             | DBT              | CORP              | GB        |      2996000 | PA      | $2767721.82    | 0.00%             | 2043-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5412156.54    | 0.00%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AP4<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       917000 | PA      | $661432.22     | 0.00%             | 2027-06-21      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      5087000 | PA      | $5381854.10    | 0.00%             | 2029-11-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1601220000 | PA      | $74441711.96   | 0.07%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     18975000 | PA      | $23460503.73   | 0.02%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $9776482.69    | 0.01%             | 2028-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1214188.55    | 0.00%             | 2031-08-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       756000 | PA      | $1041029.98    | 0.00%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      5260000 | PA      | $3891013.17    | 0.00%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2562050000 | PA      | $16871209.81   | 0.01%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      2500000 | PA      | $2566170.47    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     36511000 | PA      | $22604652.79   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      5389000 | PA      | $6248877.34    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      4753000 | PA      | $3974824.08    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Simon Fraser University                                                          | SIMON FRASER UNI               | CUSIP: 82878RAA5<br>LEI: 549300IAI10BUO5D4Y86 | Long             | DBT              | CORP              | CA        |       130000 | PA      | $101057.26     | 0.00%             | 2043-06-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4036749.42    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     33520000 | PA      | $25069530.45   | 0.02%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      3724000 | PA      | $4724453.59    | 0.00%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     11228000 | PA      | $8023764.72    | 0.01%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5858137.02    | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    135200000 | PA      | $24948893.11   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |      8290000 | PA      | $11394964.77   | 0.01%             | 2030-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    147160000 | PA      | $33743124.79   | 0.03%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    268188000 | PA      | $301065656.60  | 0.27%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                            | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |      2980000 | PA      | $1719739.35    | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3596.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    850000000 | PA      | $5474784.31    | 0.00%             | 2029-07-13      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2389000 | PA      | $2546987.21    | 0.00%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $441862.13     | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     33070000 | PA      | $16841022.76   | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     31507000 | PA      | $34700706.06   | 0.03%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      7106000 | PA      | $7939078.47    | 0.01%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $10369905.44   | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    178115000 | PA      | $98529235.43   | 0.09%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    278000000 | PA      | $66569861.41   | 0.06%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     14965000 | PA      | $10527225.30   | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     16800000 | PA      | $16985750.29   | 0.02%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1833000 | PA      | $1263207.46    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3000000 | PA      | $3650785.88    | 0.00%             | 2031-01-11      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      4090000 | PA      | $3851461.06    | 0.00%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      3729000 | PA      | $4206823.28    | 0.00%             | 2028-02-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                 | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |      6700000 | PA      | $7788008.04    | 0.01%             | 2029-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $307644.42     | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5627733.22    | 0.01%             | 2038-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1064227.85    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     14527000 | PA      | $16431842.97   | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3676550000 | PA      | $17750057.04   | 0.02%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6197557.30    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4688753.36    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $3201021.25    | 0.00%             | 2028-04-29      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      1410000 | PA      | $916332.23     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     17851000 | PA      | $20178126.24   | 0.02%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBH5<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1856308.15    | 0.00%             | 2029-01-08      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      6200000 | PA      | $6718084.04    | 0.01%             | 2029-03-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      4600000 | PA      | $3439264.43    | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4030000 | PA      | $2867159.89    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      6150000 | PA      | $6236296.90    | 0.01%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6850000000 | PA      | $43777069.43   | 0.04%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      7821300 | PA      | $4109245.44    | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| A2Dominion Housing Group Ltd                                                     | A2DOMINION HOUSI               | CUSIP: N/A<br>LEI: 213800V1D2GGHDUSZ454       | Long             | DBT              | CORP              | GB        |      2452000 | PA      | $3097486.20    | 0.00%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3343000 | PA      | $3222607.21    | 0.00%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    650000000 | PA      | $71577799.53   | 0.06%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4635128.16    | 0.00%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3229828.69    | 0.00%             | 2035-06-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: AU4140540<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $6487890.58    | 0.01%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      8032000 | PA      | $8049804.22    | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     35083000 | PA      | $25084588.88   | 0.02%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      3541000 | PA      | $4041666.25    | 0.00%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: QZ6982248<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2060000 | PA      | $2426402.77    | 0.00%             | 2036-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     22280000 | PA      | $22593935.34   | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3263244.41    | 0.00%             | 2028-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BE6<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      7000000 | PA      | $8081844.15    | 0.01%             | 2028-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AR6<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      4892000 | PA      | $5220510.45    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     11864000 | PA      | $12604368.05   | 0.01%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     32000000 | PA      | $18713446.50   | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |      1485000 | PA      | $924618.30     | 0.00%             | 2029-03-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     28026000 | PA      | $24772378.86   | 0.02%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11437511.38   | 0.01%             | 2035-10-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      1700000 | PA      | $1946455.19    | 0.00%             | 2049-07-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQW9<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      5573000 | PA      | $4105065.32    | 0.00%             | 2034-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1186830.97    | 0.00%             | 2028-11-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     16315000 | PA      | $10754337.81   | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |     45433000 | PA      | $46388502.44   | 0.04%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      9716000 | PA      | $10715670.67   | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      6431000 | PA      | $7158583.93    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     30700000 | PA      | $34413143.50   | 0.03%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1981320.70    | 0.00%             | 2029-10-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     24500000 | PA      | $18598040.75   | 0.02%             | 2033-06-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      3037000 | PA      | $4178590.49    | 0.00%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1303000 | PA      | $896317.03     | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $4296811.37    | 0.00%             | 2064-11-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2049907.90    | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       887000 | PA      | $477188.16     | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      7693000 | PA      | $7600954.38    | 0.01%             | 2033-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    131160000 | PA      | $94020917.50   | 0.08%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     32538000 | PA      | $24708318.76   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      2507000 | PA      | $3026161.79    | 0.00%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     16396000 | PA      | $15823534.92   | 0.01%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $9718374.63    | 0.01%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      1300000 | PA      | $1465091.49    | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      6590000 | PA      | $9280972.87    | 0.01%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBB4<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $591056.51     | 0.00%             | 2042-03-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     11382000 | PA      | $11277994.15   | 0.01%             | 2032-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBN3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2689409.82    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                                           | WHITECAP RESOURC               | CUSIP: 92340VAA5<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $747229.26     | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1329475.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2396414.57    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2544991.24    | 0.00%             | 2028-05-18      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAK9<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      2603000 | PA      | $1562469.61    | 0.00%             | 2048-02-28      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  94000000000 | PA      | $61673183.93   | 0.05%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     19309000 | PA      | $20798221.59   | 0.02%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     16551000 | PA      | $18653883.52   | 0.02%             | 2027-05-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     42255000 | PA      | $27282283.98   | 0.02%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3550376.69    | 0.00%             | 2031-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1142818000 | PA      | $36356781.64   | 0.03%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     10000000 | PA      | $11987650.51   | 0.01%             | 2028-05-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd                                                             | SUNTORY HOLDINGS               | CUSIP: N/A<br>LEI: 54930074QUY8RD0UZM08       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $641017.20     | 0.00%             | 2027-06-08      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      5800000 | PA      | $6467720.75    | 0.01%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2139828.90    | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      4500000 | PA      | $4948369.23    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      9250000 | PA      | $6168753.70    | 0.01%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3513929.55    | 0.00%             | 2034-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     35987928 | PA      | $34478756.82   | 0.03%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     16806000 | PA      | $19007827.25   | 0.02%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2541682.74    | 0.00%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1281000000 | PA      | $8802178.17    | 0.01%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      1900000 | PA      | $1454747.99    | 0.00%             | 2033-09-07      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      5300000 | PA      | $5803368.23    | 0.01%             | 2029-06-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      6000000 | PA      | $6737673.45    | 0.01%             | 2027-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     21850000 | PA      | $15990939.37   | 0.01%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3886199.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      2700000 | PA      | $3029919.57    | 0.00%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |     17000000 | PA      | $18757497.76   | 0.02%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $131336.90     | 0.00%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      3006000 | PA      | $1893601.97    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     26454000 | PA      | $33672416.44   | 0.03%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11494806.16   | 0.01%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    370000000 | PA      | $1311865.24    | 0.00%             | 2050-03-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                       | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2580087.67    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7614021.99    | 0.01%             | 2032-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      4392000 | PA      | $4947744.94    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2833600000 | PA      | $19043343.85   | 0.02%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      3266000 | PA      | $4138303.88    | 0.00%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    107000000 | PA      | $132812048.31  | 0.12%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | DBT              | CORP              | JP        |      6000000 | PA      | $7021881.68    | 0.01%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     30000000 | PA      | $34595124.75   | 0.03%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     17577000 | PA      | $18671284.06   | 0.02%             | 2029-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |      8720000 | PA      | $4721516.97    | 0.00%             | 2030-04-24      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |     13800000 | PA      | $14070634.40   | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8988.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4574950000 | PA      | $25386513.62   | 0.02%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3982.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8833285.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     93261000 | PA      | $22412727.14   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6469000 | PA      | $8434588.19    | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $7484632.27    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |     10500000 | PA      | $10447103.39   | 0.01%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Incommunities Treasury PLC                                                       | INCOMMUNITIES                  | CUSIP: N/A<br>LEI: 213800W3PLVL7K9KWD05       | Long             | DBT              | CORP              | GB        |      1601000 | PA      | $1374346.97    | 0.00%             | 2049-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     27790000 | PA      | $30010493.92   | 0.03%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      3724000 | PA      | $5008221.78    | 0.00%             | 2026-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| York University                                                                  | YORK UNIVERSITY                | CUSIP: 987172AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       879000 | PA      | $747079.37     | 0.00%             | 2042-03-07      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     13600000 | PA      | $13866105.50   | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6519618.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $7961161.96    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    131585000 | PA      | $133800419.48  | 0.12%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     11418000 | PA      | $13205183.13   | 0.01%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      5176000 | PA      | $5185731.75    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                       | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11796662.16   | 0.01%             | 2031-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     13600000 | PA      | $14719377.48   | 0.01%             | 2029-09-21      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2485195.58    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mutuelle Assurance Travailleur Mutualiste SAM                                    | MUTUELLE ASR TRV               | CUSIP: N/A<br>LEI: 969500TGV20DWSIW1W82       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2157604.89    | 0.00%             | 2036-02-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7418550000 | PA      | $47191446.75   | 0.04%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4057416.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |     14452000 | PA      | $15270892.14   | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     41034000 | PA      | $31190874.38   | 0.03%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                       | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $12774040.13   | 0.01%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     20000000 | PA      | $21058628.39   | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                        | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4839011.21    | 0.00%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    165854961 | PA      | $142383996.68  | 0.13%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     12004391 | PA      | $10984264.19   | 0.01%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     65523000 | PA      | $70122931.12   | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      1983000 | PA      | $2419056.59    | 0.00%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     13159301 | PA      | $12247031.14   | 0.01%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |     11943000 | PA      | $13350938.86   | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     14965000 | PA      | $17256286.09   | 0.02%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $3535005.41    | 0.00%             | 2031-05-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ADD9<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      5450000 | PA      | $3958262.86    | 0.00%             | 2028-09-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  36600000000 | PA      | $23809549.11   | 0.02%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     12500000 | PA      | $13759288.92   | 0.01%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5341294.71    | 0.00%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4355000 | PA      | $5320971.28    | 0.00%             | 2044-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAE2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1729000 | PA      | $1902642.17    | 0.00%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     40386000 | PA      | $31050272.46   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Crh Finance UK PLC                                                               | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |      2927000 | PA      | $3805360.71    | 0.00%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4529017.97    | 0.00%             | 2027-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAJ0<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      1457000 | PA      | $760033.45     | 0.00%             | 2051-02-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AK3<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      2028000 | PA      | $1356740.75    | 0.00%             | 2030-12-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    115429000 | PA      | $131910315.38  | 0.12%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $6256579.90    | 0.01%             | 2031-07-04      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SGTP Highway Bypass LP                                                           | SGTP HIGHWAY BYP               | CUSIP: 78423UAA6<br>LEI: 549300HSQ12EDD8XA152 | Long             | DBT              | CORP              | CA        |      1379009 | PA      | $959136.14     | 0.00%             | 2045-01-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11904104.13   | 0.01%             | 2032-07-24      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     25646000 | PA      | $20595899.47   | 0.02%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11716083.85   | 0.01%             | 2030-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCM1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4620000 | PA      | $6036178.34    | 0.01%             | 2040-05-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    166100000 | PA      | $43745620.56   | 0.04%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4565534.09    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2715202.26    | 0.00%             | 2028-06-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAE6<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1223000 | PA      | $862539.42     | 0.00%             | 2041-11-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2897241.62    | 0.00%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9570697.79    | 0.01%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6211449.04    | 0.01%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JA7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1860000 | PA      | $1543947.07    | 0.00%             | 2033-09-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5600000 | PA      | $6015677.52    | 0.01%             | 2043-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14446890.38   | 0.01%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    180000000 | PA      | $218740065.89  | 0.19%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5982000000 | PA      | $24387636.99   | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HB4<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      2121000 | PA      | $1441186.95    | 0.00%             | 2051-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    330000000 | PA      | $1321471.52    | 0.00%             | 2049-09-13      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd                                                          | WESTPAC NZ LTD                 | CUSIP: N/A<br>LEI: 549300MW73M5PK1PNG73       | Long             | DBT              | CORP              | NZ        |      5000000 | PA      | $2936259.36    | 0.00%             | 2029-09-24      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |     10827000 | PA      | $12555134.79   | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZS0521865<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1878900000 | PA      | $11740829.26   | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bazalgette Finance Plc                                                           | BAZALGETTE FIN                 | CUSIP: N/A<br>LEI: 213800ZGSE4AQTG77U19       | Long             | DBT              | CORP              | GB        |      1308000 | PA      | $1645003.62    | 0.00%             | 2027-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $2898681.69    | 0.00%             | 2028-11-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      5145000 | PA      | $3558412.66    | 0.00%             | 2031-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GC1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      8100000 | PA      | $5907855.46    | 0.01%             | 2027-04-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      9100000 | PA      | $9710030.18    | 0.01%             | 2031-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      3400000 | PA      | $3134917.76    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     29042000 | PA      | $9036522.04    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      6360000 | PA      | $4728633.59    | 0.00%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3817516.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-458271.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     24741000 | PA      | $19595865.13   | 0.02%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      7796000 | PA      | $5708317.23    | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                               | MYRIAD CAPITAL P               | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1032627.12    | 0.00%             | 2043-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2770475.56    | 0.00%             | 2032-07-07      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $889138.44     | 0.00%             | 2034-05-16      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    769585000 | PA      | $27156739.91   | 0.02%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464EQ4<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $734007.77     | 0.00%             | 2033-12-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     21524000 | PA      | $15428533.03   | 0.01%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $9863157.15    | 0.01%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      5633000 | PA      | $5848276.56    | 0.01%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6214585.40    | 0.01%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      7484000 | PA      | $4269560.57    | 0.00%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      8000000 | PA      | $9691572.98    | 0.01%             | 2030-05-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $18662633.83   | 0.02%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     34270000 | PA      | $40206080.24   | 0.04%             | 2035-03-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $4528247.51    | 0.00%             | 2029-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1400037.22    | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14576750000 | PA      | $71331923.44   | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5053050000 | PA      | $31181430.19   | 0.03%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4471929.98    | 0.00%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     47279000 | PA      | $36654034.32   | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      4955000 | PA      | $3596972.83    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: EJ5793009<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3511234.63    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11765743.47   | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     84388000 | PA      | $86235659.94   | 0.08%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    100000000 | PA      | $15074069.10   | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11574329.79   | 0.01%             | 2032-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4081742.25    | 0.00%             | 2031-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $901722.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    140000000 | PA      | $20092560.52   | 0.02%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      1334000 | PA      | $875050.93     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5690000 | PA      | $6421576.68    | 0.01%             | 2027-09-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: EF3482512<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      1714882 | PA      | $2160891.16    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    218122000 | PA      | $236732689.19  | 0.21%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      7000000 | PA      | $7863698.78    | 0.01%             | 2027-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      9678000 | PA      | $6577787.85    | 0.01%             | 2039-07-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     40250000 | PA      | $30110291.63   | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10770000000 | PA      | $56763015.59   | 0.05%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-199282.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     11800000 | PA      | $12879406.36   | 0.01%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                         | ACCOR                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |      9500000 | PA      | $10862705.55   | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1333181.82    | 0.00%             | 2038-12-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHB5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      3367000 | PA      | $2390936.57    | 0.00%             | 2026-11-04      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2814299.43    | 0.00%             | 2027-04-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KT4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $641413.64     | 0.00%             | 2062-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $604037.31     | 0.00%             | 2031-04-25      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5874328.87    | 0.01%             | 2037-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     22290000 | PA      | $14178298.98   | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $112110.05     | 0.00%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $7913968.04    | 0.01%             | 2042-05-26      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: BG0130305<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      5087000 | PA      | $5320546.78    | 0.00%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      8250000 | PA      | $8725228.51    | 0.01%             | 2031-02-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      5180000 | PA      | $3400191.66    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7686000 | PA      | $8693553.95    | 0.01%             | 2027-02-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    340000000 | PA      | $13841424.88   | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      2240000 | PA      | $2674701.22    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12355600000 | PA      | $74069316.57   | 0.07%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    188000000 | PA      | $215701442.43  | 0.19%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $3617277.65    | 0.00%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     16943000 | PA      | $17034131.75   | 0.02%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      2500000 | PA      | $607839.96     | 0.00%             | 2028-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                        | FRESENIUS MEDICA               | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |      2381000 | PA      | $2577742.09    | 0.00%             | 2030-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    839187000 | PA      | $27211204.90   | 0.02%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rl Finance Bonds No 3 PLC                                                        | RL FINANCE NO3                 | CUSIP: N/A<br>LEI: 213800A838TK57XOB584       | Long             | DBT              | CORP              | GB        |      1656000 | PA      | $2259387.09    | 0.00%             | 2028-11-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |     64000000 | PA      | $6465896.03    | 0.01%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5920944.34    | 0.01%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $5102681.87    | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |       894000 | PA      | $975082.77     | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $2190740.42    | 0.00%             | 2035-06-11      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2268291.75    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     30000000 | PA      | $34915220.28   | 0.03%             | 2029-07-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $31954535.72   | 0.03%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      7347000 | PA      | $5210204.50    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AZ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5617000 | PA      | $6249822.96    | 0.01%             | 2027-12-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      8700000 | PA      | $6345527.10    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     10216000 | PA      | $7011346.67    | 0.01%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4366000 | PA      | $4502011.56    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Werfen SA/Spain                                                                  | WERFEN SA/SPAIN                | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |     11000000 | PA      | $13270124.58   | 0.01%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2231000 | PA      | $2697552.21    | 0.00%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     16233000 | PA      | $18717543.43   | 0.02%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-352970.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     57742000 | PA      | $67796077.51   | 0.06%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     53186486 | PA      | $60083632.32   | 0.05%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    194000000 | PA      | $43279263.79   | 0.04%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AH5<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $1633364.99    | 0.00%             | 2034-10-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     21800000 | PA      | $21646667.83   | 0.02%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     61318000 | PA      | $69257472.62   | 0.06%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      3448000 | PA      | $4583053.50    | 0.00%             | 2037-01-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     50172000 | PA      | $51799149.36   | 0.05%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |       624000 | PA      | $796495.10     | 0.00%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7849801.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2468550.58    | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2599000 | PA      | $2723565.16    | 0.00%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3839000 | PA      | $4179640.09    | 0.00%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                             | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $7202704.81    | 0.01%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     17695000 | PA      | $19867595.09   | 0.02%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                    | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |      9300000 | PA      | $10492999.00   | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      6212000 | PA      | $6614914.39    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     14280000 | PA      | $17683054.86   | 0.02%             | 2028-09-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3205100000 | PA      | $17636799.50   | 0.02%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital Canada Ltd                                                 | TOTAL CAP CANADA               | CUSIP: N/A<br>LEI: 5299005IX98ZZ9LSGK46       | Long             | DBT              | CORP              | CA        |      6700000 | PA      | $7572347.78    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $820132.64     | 0.00%             | 2033-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $13845411.62   | 0.01%             | 2031-02-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2626168.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    102940000 | PA      | $15066821.91   | 0.01%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4758248.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     83694000 | PA      | $94687139.94   | 0.08%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    381645000 | PA      | $71113788.78   | 0.06%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5877269.28    | 0.01%             | 2029-03-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1445516.95    | 0.00%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    895459000 | PA      | $36018470.92   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd                                                          | WESTPAC NZ LTD                 | CUSIP: N/A<br>LEI: 549300MW73M5PK1PNG73       | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $613927.25     | 0.00%             | 2034-02-14      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |     12660000 | PA      | $8152497.90    | 0.01%             | 2027-01-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |     11171000 | PA      | $11248061.81   | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10455599.59   | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $9910881.71    | 0.01%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Canada LP                                                      | LIBERTY UTILIT                 | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $1991306.73    | 0.00%             | 2050-02-14      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $85029.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1272424.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    100000000 | PA      | $27298805.85   | 0.02%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $7929131.50    | 0.01%             | 2034-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    998100000 | PA      | $6403487.97    | 0.01%             | 2027-03-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     10500000 | PA      | $12055841.23   | 0.01%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     15006000 | PA      | $12595342.35   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-131766.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      1514000 | PA      | $1088503.12    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $7662445.82    | 0.01%             | 2030-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     16716000 | PA      | $11000642.18   | 0.01%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     12750000 | PA      | $13496076.18   | 0.01%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2368540.03    | 0.00%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     12000000 | PA      | $15053635.57   | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK                    | CUSIP: BJ3264311<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      5087000 | PA      | $5709283.04    | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5466600000 | PA      | $22767071.21   | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      8325000 | PA      | $6247761.29    | 0.01%             | 2034-04-03      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BU7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1114671.60    | 0.00%             | 2027-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5721005.66    | 0.01%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4595377.41    | 0.00%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $20671034.97   | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $11476005.28   | 0.01%             | 2026-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     31800000 | PA      | $7691975.85    | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     17400000 | PA      | $19478900.14   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     19554000 | PA      | $16305594.04   | 0.01%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      2667000 | PA      | $3192181.04    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco BPI SA                                                                     | BANCO BPI                      | CUSIP: N/A<br>LEI: 3DM5DPGI3W6OU6GJ4N92       | Long             | DBT              | CORP              | PT        |     10000000 | PA      | $11900144.77   | 0.01%             | 2028-07-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     15000000 | PA      | $17446181.62   | 0.02%             | 2030-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12718150000 | PA      | $66824053.48   | 0.06%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     13000000 | PA      | $14723003.55   | 0.01%             | 2028-01-18      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      5400000 | PA      | $6319120.25    | 0.01%             | 2029-02-08      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                              | AFFINITY SUTTON                | CUSIP: N/A<br>LEI: 213800CIN9MC8IN3GK94       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $793859.43     | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBE8<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1401000 | PA      | $812683.68     | 0.00%             | 2049-04-05      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      2266000 | PA      | $2697010.30    | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     12545000 | PA      | $15679692.69   | 0.01%             | 2033-04-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     10100000 | PA      | $9486867.79    | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  24000000000 | PA      | $154606642.01  | 0.14%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IHG Finance LLC                                                                  | IHG FINANCE LLC                | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $7011827.34    | 0.01%             | 2031-09-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      1651000 | PA      | $1035776.58    | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     83255000 | PA      | $47582367.27   | 0.04%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11532807.88   | 0.01%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     18080000 | PA      | $19622432.82   | 0.02%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2130000000 | PA      | $13705887.27   | 0.01%             | 2026-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5028880.17    | 0.00%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: AP0290290<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5508736.51    | 0.00%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      9000000 | PA      | $10971032.64   | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |     12000000 | PA      | $8029826.92    | 0.01%             | 2030-10-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $3488953.75    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2273619.53    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: EF0667370<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      3642000 | PA      | $4853845.86    | 0.00%             | 2029-08-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      8700000 | PA      | $8253976.16    | 0.01%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     13604000 | PA      | $4253829.97    | 0.00%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     40669000 | PA      | $22061319.49   | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     15000000 | PA      | $10047750.81   | 0.01%             | 2027-11-11      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2728000 | PA      | $2083042.64    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $9220081.26    | 0.01%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: N/A<br>LEI: 549300X81X4VZEESFU46       | Long             | DBT              | CORP              | CA        |       400000 | PA      | $457873.87     | 0.00%             | 2026-12-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                         | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5867195.12    | 0.01%             | 2033-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      3650000 | PA      | $2626057.83    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      2214000 | PA      | $1922390.68    | 0.00%             | 2036-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      1742000 | PA      | $1581834.33    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2764266.63    | 0.00%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $8734837.34    | 0.01%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5933755.47    | 0.01%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                 | UNICAJA ES                     | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $5464755.13    | 0.00%             | 2029-02-21      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      5096000 | PA      | $3822297.21    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AC6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      1732000 | PA      | $1277961.73    | 0.00%             | 2040-12-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     20471000 | PA      | $20699132.24   | 0.02%             | 2036-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-507217.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Capital Corp                                                              | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |     10080000 | PA      | $6677920.61    | 0.01%             | 2029-04-04      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      7000000 | PA      | $8111386.34    | 0.01%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      7900000 | PA      | $7792284.07    | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      4300000 | PA      | $4639262.28    | 0.00%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $4634622.29    | 0.00%             | 2036-08-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      6060000 | PA      | $3176547.40    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 165000000000 | PA      | $117285485.87  | 0.10%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1061588.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $126885.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      4300000 | PA      | $4911132.46    | 0.00%             | 2033-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     25743000 | PA      | $28529210.34   | 0.03%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2828673.84    | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAP3<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1990000 | PA      | $1266514.15    | 0.00%             | 2049-11-05      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      1512000 | PA      | $2211124.09    | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      2543000 | PA      | $2688492.21    | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     74094435 | PA      | $54223913.25   | 0.05%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      9000000 | PA      | $9919757.00    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      6673000 | PA      | $6356070.85    | 0.01%             | 2033-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      8000000 | PA      | $9364606.73    | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAP1<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       911000 | PA      | $604416.92     | 0.00%             | 2044-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    152735000 | PA      | $179534511.53  | 0.16%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     15000000 | PA      | $16637624.69   | 0.01%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7139994.19    | 0.01%             | 2028-06-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11618513.17   | 0.01%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     78050000 | PA      | $11681727.28   | 0.01%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1460869.56    | 0.00%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15810000 | PA      | $17570925.07   | 0.02%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     60000000 | PA      | $14278411.17   | 0.01%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1130079.69    | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   4290000000 | PA      | $4554911.77    | 0.00%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      1968000 | PA      | $2349299.52    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     76170000 | PA      | $44760950.78   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  10500000000 | PA      | $11139534.72   | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4039059.26    | 0.00%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      8763000 | PA      | $9672861.50    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      7300000 | PA      | $7880166.59    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  55000000000 | PA      | $35907281.28   | 0.03%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     32480000 | PA      | $22824541.61   | 0.02%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6258029.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4840322.00    | 0.00%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      1092000 | PA      | $817834.32     | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5065000 | PA      | $3721806.64    | 0.00%             | 2028-04-26      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    280000000 | PA      | $11856494.92   | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9640000 | PA      | $5561604.02    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $316046.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      3700000 | PA      | $2658924.65    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11673760.84   | 0.01%             | 2029-02-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1463000 | PA      | $1348505.82    | 0.00%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $670309.84     | 0.00%             | 2029-08-28      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     25400000 | PA      | $22466556.85   | 0.02%             | 2034-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $10030112.62   | 0.01%             | 2028-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     12500000 | PA      | $14364333.66   | 0.01%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     24503000 | PA      | $29043251.13   | 0.03%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-191                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    116500000 | PA      | $135461010.63  | 0.12%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1204129.17    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      8925000 | PA      | $11154674.06   | 0.01%             | 2030-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     31851000 | PA      | $36920485.76   | 0.03%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $753198.60     | 0.00%             | 2032-12-22      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      5113000 | PA      | $5210397.16    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $4786237.77    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      5100000 | PA      | $6419457.31    | 0.01%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5987483.98    | 0.01%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2664901.49    | 0.00%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    110000000 | PA      | $10242656.37   | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    819900000 | PA      | $5099826.41    | 0.00%             | 2029-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-85629.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1691899.46    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1116000 | PA      | $738334.71     | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    109147000 | PA      | $129546953.56  | 0.12%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15926800000 | PA      | $79747133.92   | 0.07%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $5049936.42    | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      4300000 | PA      | $4642488.89    | 0.00%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     27800000 | PA      | $29162945.53   | 0.03%             | 2030-06-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3572000 | PA      | $2684288.92    | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5916496.27    | 0.01%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3164281.36    | 0.00%             | 2029-12-20      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7192400000 | PA      | $30407638.65   | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                                       | SIGNIFY NV                     | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | DBT              | CORP              | NL        |      3450000 | PA      | $3964257.45    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $962121.80     | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    323300000 | PA      | $16428080.95   | 0.01%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1687027.05    | 0.00%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      7200000 | PA      | $9920029.42    | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     20000000 | PA      | $11230528.62   | 0.01%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     16330000 | PA      | $18114333.24   | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAB2<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $757967.13     | 0.00%             | 2033-02-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     34086000 | PA      | $26448879.26   | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    996980000 | PA      | $54618254.81   | 0.05%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: ZS1528380<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      7500000 | PA      | $8480411.86    | 0.01%             | 2027-04-30      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $2215815.74    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAC8<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      3306000 | PA      | $2234137.07    | 0.00%             | 2030-06-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BZ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      4570000 | PA      | $3297148.69    | 0.00%             | 2027-10-04      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $21274240.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: JK8403186<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     20000000 | PA      | $20659597.08   | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      6000000 | PA      | $6576023.27    | 0.01%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3500000 | PA      | $4796609.60    | 0.00%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2801000 | PA      | $2433885.45    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      7284000 | PA      | $7433792.15    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty Ltd                                     | AUSTRALIA PACI                 | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $6134233.59    | 0.01%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     57484000 | PA      | $26793608.30   | 0.02%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EH2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $2002184.73    | 0.00%             | 2027-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      5500000 | PA      | $5940871.82    | 0.01%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: N/A<br>LEI: 213800LLT17R5JUEIB78       | Long             | DBT              | CORP              | GB        |      2460000 | PA      | $3729107.79    | 0.00%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14057466.19   | 0.01%             | 2027-09-13      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    198515000 | PA      | $19855482.73   | 0.02%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      5789000 | PA      | $4414451.64    | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |     13514000 | PA      | $15550587.90   | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HKD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12016.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       967000 | PA      | $634742.51     | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-227865.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     17492000 | PA      | $12121177.15   | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    334000000 | PA      | $34413702.00   | 0.03%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4274568.62    | 0.00%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3209085.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3979380.47    | 0.00%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     24712000 | PA      | $17537038.52   | 0.02%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     73000000 | PA      | $52130868.99   | 0.05%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4700000 | PA      | $3533883.94    | 0.00%             | 2034-04-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      4339000 | PA      | $4152037.59    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $7039200.25    | 0.01%             | 2033-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      4992570 | PA      | $5971766.67    | 0.01%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      4645000 | PA      | $5969409.61    | 0.01%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      2214000 | PA      | $2683695.48    | 0.00%             | 2029-09-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2321994.98    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |      2387000 | PA      | $2717928.32    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  88850000000 | PA      | $65268227.80   | 0.06%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FR3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      2040000 | PA      | $1656224.88    | 0.00%             | 2034-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     11055000 | PA      | $13364301.10   | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2524191.53    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    250000000 | PA      | $287582904.36  | 0.26%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                           | CEZ AS                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |      6359000 | PA      | $7381352.66    | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      6510000 | PA      | $7926927.08    | 0.01%             | 2031-12-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hexagon Housing Association Ltd                                                  | HEXAGON HOUSING                | CUSIP: N/A<br>LEI: 213800XQ2LOOODLMCL89       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $917422.42     | 0.00%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      3714000 | PA      | $3069672.81    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      4046000 | PA      | $3684930.25    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     12500000 | PA      | $9062996.86    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                     | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3827809.73    | 0.00%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3337930.26    | 0.00%             | 2027-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     18000000 | PA      | $21509513.05   | 0.02%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $567403.23     | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      7631000 | PA      | $8565991.58    | 0.01%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      1409000 | PA      | $1438540.34    | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |      8000000 | PA      | $11213769.25   | 0.01%             | 2038-11-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DH1<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      3450000 | PA      | $2477381.90    | 0.00%             | 2030-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2408529.15    | 0.00%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     11459000 | PA      | $11997369.57   | 0.01%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAX7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      4081000 | PA      | $3150833.15    | 0.00%             | 2041-02-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1169000 | PA      | $816252.55     | 0.00%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1050276.26    | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-227865.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2155634.50    | 0.00%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $6007323.88    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      3500000 | PA      | $2346935.62    | 0.00%             | 2027-11-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611385<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       241000 | PA      | $319229.66     | 0.00%             | 2027-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      5244000 | PA      | $3665556.19    | 0.00%             | 2028-06-09      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      2721000 | PA      | $2948817.73    | 0.00%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |     18430000 | PA      | $20202761.02   | 0.02%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      9690000 | PA      | $10816057.65   | 0.01%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10380300000 | PA      | $64921357.19   | 0.06%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     18500000 | PA      | $21491458.06   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     17705000 | PA      | $15716233.85   | 0.01%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5517220.02    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3540103.69    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3202692.23    | 0.00%             | 2027-03-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3052829.00    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    245400000 | PA      | $1562171.88    | 0.00%             | 2028-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3587000 | PA      | $3892523.42    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5908552.78    | 0.01%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     15100000 | PA      | $16526887.57   | 0.01%             | 2029-01-14      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4026556.20    | 0.00%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     15000000 | PA      | $17269760.46   | 0.02%             | 2035-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      5362000 | PA      | $6384792.14    | 0.01%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      2104000 | PA      | $2286802.23    | 0.00%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     12000000 | PA      | $8088036.32    | 0.01%             | 2040-05-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1951854.48    | 0.00%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-346669.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      9000000 | PA      | $10443964.26   | 0.01%             | 2035-08-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAY9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      3591000 | PA      | $2328257.39    | 0.00%             | 2042-09-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      5495000 | PA      | $5935409.58    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2920700000 | PA      | $18493601.01   | 0.02%             | 2028-04-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19970.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3606541.06    | 0.00%             | 2029-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                               | DERWENT LONDON                 | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1658717.51    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     17000000 | PA      | $21358740.78   | 0.02%             | 2033-05-23      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     13950000 | PA      | $15059874.05   | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BT8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      6800000 | PA      | $5050487.10    | 0.00%             | 2034-11-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    200000000 | PA      | $17746314.88   | 0.02%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     92580000 | PA      | $55924189.48   | 0.05%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Investment Nederland BV                                             | ROBERT BOSCH INV               | CUSIP: N/A<br>LEI: 72450009QLIV38GTKN14       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $577099.09     | 0.00%             | 2028-05-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2170000 | PA      | $1186053.42    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  55000000000 | PA      | $37304352.69   | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                             | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3593251.12    | 0.00%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    179520000 | PA      | $208297078.95  | 0.19%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $11200519.61   | 0.01%             | 2027-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                 | SUMITOMO ELECTRC               | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1179823.63    | 0.00%             | 2033-07-13      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     30000000 | PA      | $21509312.32   | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      7810000 | PA      | $8605729.40    | 0.01%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-669453.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2805000 | PA      | $2039929.28    | 0.00%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1212025.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3397970.10    | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3646484.19    | 0.00%             | 2035-05-08      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $193937.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAK7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3817816.12    | 0.00%             | 2032-07-19      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: N/A<br>LEI: MYF1DAS6G5WY7PRWCU78       | Long             | DBT              | CORP              | US        |      2900000 | PA      | $3407659.95    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     70000000 | PA      | $72413117.85   | 0.06%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5692350.78    | 0.01%             | 2035-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      2137000 | PA      | $2233391.94    | 0.00%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     14500000 | PA      | $16395813.92   | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $1749689.52    | 0.00%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     14510000 | PA      | $9576433.44    | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     54605000 | PA      | $13773686.20   | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                            | THFC FUNDING 3                 | CUSIP: N/A<br>LEI: 2138003VKRGBYNDTVV92       | Long             | DBT              | CORP              | GB        |      2163000 | PA      | $2666092.73    | 0.00%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     39161000 | PA      | $40688812.82   | 0.04%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7606668.57    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      2269000 | PA      | $2581056.74    | 0.00%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      9787000 | PA      | $10995935.91   | 0.01%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2800000 | PA      | $2028066.02    | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     15070000 | PA      | $11490310.10   | 0.01%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                          | AURIZON NETWORK                | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |      4700000 | PA      | $3189601.47    | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Canton of Solothurn                                                              | CANTON SOLOTHURN               | CUSIP: N/A<br>LEI: 894500774THBEXVXPT47       | Long             | DBT              | NUSS              | CH        |     10000000 | PA      | $12782876.67   | 0.01%             | 2045-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6087727.04    | 0.01%             | 2079-12-31      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: ZS6149380<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      2500000 | PA      | $2652712.59    | 0.00%             | 2031-05-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6688708.94    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       548000 | PA      | $395320.23     | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: ZR6340908<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3568994.59    | 0.00%             | 2029-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBQ5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      3061000 | PA      | $2154364.56    | 0.00%             | 2028-01-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 388193000000 | PA      | $25201802.36   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     60000000 | PA      | $35525401.03   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      2500000 | PA      | $2798561.15    | 0.00%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $7007879.05    | 0.01%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     23781000 | PA      | $6249859.17    | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      8925000 | PA      | $11852162.67   | 0.01%             | 2033-08-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     11200000 | PA      | $11957639.46   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AP9082656<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2548499.38    | 0.00%             | 2027-12-17      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      4082000 | PA      | $2897949.62    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      1998000 | PA      | $1930261.32    | 0.00%             | 2032-10-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |     15020000 | PA      | $8114599.93    | 0.01%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1017000 | PA      | $779619.78     | 0.00%             | 2031-02-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-363002.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10367679.12   | 0.01%             | 2036-08-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7010642.65    | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4885658.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    429700000 | PA      | $2742303.24    | 0.00%             | 2027-08-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      6350000 | PA      | $7132611.81    | 0.01%             | 2027-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1047854.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     37266000 | PA      | $38478030.09   | 0.03%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 220000000000 | PA      | $14121311.85   | 0.01%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAB6<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      4974000 | PA      | $3556928.31    | 0.00%             | 2027-02-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $9560005.35    | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5711867.45    | 0.01%             | 2028-02-23      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3679250.02    | 0.00%             | 2031-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    768600000 | PA      | $4922828.39    | 0.00%             | 2027-05-21      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2707584.22    | 0.00%             | 2033-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      1767000 | PA      | $2009886.68    | 0.00%             | 2026-12-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     33550000 | PA      | $4484253.17    | 0.00%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $704372.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5543346.56    | 0.00%             | 2029-04-17      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3146000 | PA      | $3310112.25    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                  | ROLLS-ROYCE PLC                | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6764920.71    | 0.01%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                                          | PLENARY PCL                    | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2933000 | PA      | $2103401.72    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      9000000 | PA      | $10783868.66   | 0.01%             | 2028-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      6500000 | PA      | $7601630.60    | 0.01%             | 2027-07-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1800000000 | PA      | $10753799.88   | 0.01%             | 2036-01-31      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5851550000 | PA      | $36375229.74   | 0.03%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |      2434000 | PA      | $3153430.99    | 0.00%             | 2029-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5887132.51    | 0.01%             | 2027-04-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    123946000 | PA      | $138295469.04  | 0.12%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $3487664.89    | 0.00%             | 2030-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $11439457.06   | 0.01%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |      3810000 | PA      | $4554394.09    | 0.00%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     50504751 | PA      | $56573248.74   | 0.05%             | 2029-12-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      7715000 | PA      | $9412879.63    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    640000000 | PA      | $4246379.03    | 0.00%             | 2027-10-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      3000000 | PA      | $2929644.20    | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     90039000 | PA      | $54421631.03   | 0.05%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $597839.93     | 0.00%             | 2029-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4528503.42    | 0.00%             | 2027-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11168594.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2058080000 | PA      | $5281176.69    | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $1055803.52    | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7834000 | PA      | $8164688.84    | 0.01%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                         | FIRMENICH                      | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |      4087000 | PA      | $4496938.96    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19534.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8040250000 | PA      | $29745085.13   | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    162331000 | PA      | $104906309.57  | 0.09%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NEWFLD & LAB HYD               | CUSIP: 651329BA1<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |      1019000 | PA      | $858832.86     | 0.00%             | 2031-08-27      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      5000000 | PA      | $5810510.67    | 0.01%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                                          | BUNDESSCHATZANW                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    140000000 | PA      | $160701237.72  | 0.14%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1118761.08    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      4090000 | PA      | $5029169.93    | 0.00%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      3914000 | PA      | $3966211.72    | 0.00%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAB6<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |       609304 | PA      | $436085.99     | 0.00%             | 2034-06-30      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5672395.21    | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBY1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      4500000 | PA      | $3291876.01    | 0.00%             | 2028-02-14      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8551889.65    | 0.01%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5877946.46    | 0.01%             | 2030-03-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    222980000 | PA      | $212951957.91  | 0.19%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     33879000 | PA      | $37356978.09   | 0.03%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2370029.48    | 0.00%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BH7<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $2781473.25    | 0.00%             | 2029-02-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $6672581.76    | 0.01%             | 2031-02-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      7500000 | PA      | $8670062.28    | 0.01%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $12245370.38   | 0.01%             | 2036-02-08      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4183116.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3689624.88    | 0.00%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    512400000 | PA      | $3378454.26    | 0.00%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      5036000 | PA      | $5263530.94    | 0.00%             | 2030-04-03      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       969000 | PA      | $712156.79     | 0.00%             | 2042-07-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11950959.35   | 0.01%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9699800000 | PA      | $62400712.32   | 0.06%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5087000 | PA      | $5575289.05    | 0.00%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6149771.71    | 0.01%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      3985000 | PA      | $4746142.78    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      7997000 | PA      | $8409505.04    | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      2380000 | PA      | $3261928.09    | 0.00%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                              | TOYOTA MOTOR FIN               | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |      4800000 | PA      | $5651656.06    | 0.01%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      9100000 | PA      | $6019322.60    | 0.01%             | 2029-02-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     59913000 | PA      | $19389032.07   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     40000000 | PA      | $46298444.15   | 0.04%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     59000000 | PA      | $38422866.41   | 0.03%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $5578246.76    | 0.00%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAQ6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       897000 | PA      | $507758.35     | 0.00%             | 2051-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     94390000 | PA      | $23241822.34   | 0.02%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5379000000 | PA      | $35864575.87   | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6239616.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1734000 | PA      | $1079374.23    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAX7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $438897.42     | 0.00%             | 2026-11-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II PLC                                                      | CANARY WHARF II                | CUSIP: EC3985420<br>LEI: 213800O9MO3KVXP3XQ22 | Long             | DBT              | CORP              | GB        |       296400 | PA      | $408070.27     | 0.00%             | 2035-01-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4125349.37    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    900000000 | PA      | $28203934.75   | 0.03%             | 2027-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     10400000 | PA      | $9851690.18    | 0.01%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      7600000 | PA      | $8723607.15    | 0.01%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                                | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7426564.90    | 0.01%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: BH5921227<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      6800000 | PA      | $7144257.61    | 0.01%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     15000000 | PA      | $17308354.64   | 0.02%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     25000000 | PA      | $29988436.04   | 0.03%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     46987000 | PA      | $47523488.44   | 0.04%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  59000000000 | PA      | $42021773.22   | 0.04%             | 2026-12-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1665000 | PA      | $1317394.58    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     18939000 | PA      | $21686740.51   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     14444000 | PA      | $15629105.39   | 0.01%             | 2028-07-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6728080.15    | 0.01%             | 2040-02-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5911256.90    | 0.01%             | 2027-06-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     25000000 | PA      | $28839457.17   | 0.03%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      4012000 | PA      | $4627252.94    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    179960090 | PA      | $144560349.76  | 0.13%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464DQ5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      3561000 | PA      | $2750694.58    | 0.00%             | 2040-06-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1010200000 | PA      | $6706248.52    | 0.01%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $33424.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RMPA Services PLC                                                                | RMPA SERVS PLC                 | CUSIP: N/A<br>LEI: 894500HR4WSN0TNS0D12       | Long             | DBT              | CORP              | GB        |      1195654 | PA      | $1608531.69    | 0.00%             | 2038-09-30      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     61150000 | PA      | $7776020.99    | 0.01%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     30000000 | PA      | $33700151.92   | 0.03%             | 2027-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Isle of Man Government International Bond                                        | ISLE OF MAN                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IM        |      4968000 | PA      | $2937196.07    | 0.00%             | 2051-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $12906486.05   | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5874850000 | PA      | $38499366.19   | 0.03%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1515562.94    | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH SA                                                             | AXA HOME LOAN                  | CUSIP: N/A<br>LEI: 969500AIOJG7FHMDYZ30       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5200334.61    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      6471000 | PA      | $7891855.67    | 0.01%             | 2027-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2044954.04    | 0.00%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2179000 | PA      | $1471837.25    | 0.00%             | 2045-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    302173000 | PA      | $294238906.39  | 0.26%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAQ4<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $2908661.22    | 0.00%             | 2027-01-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2160222.70    | 0.00%             | 2038-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      4400000 | PA      | $4806685.28    | 0.00%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |      2240000 | PA      | $1373620.86    | 0.00%             | 2029-04-23      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      4400000 | PA      | $4992716.31    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739852<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      4998000 | PA      | $6573478.09    | 0.01%             | 2051-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      3321000 | PA      | $4921543.83    | 0.00%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      2449000 | PA      | $5105020.62    | 0.00%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8359531.38    | 0.01%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2150410.92    | 0.00%             | 2049-09-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      4469000 | PA      | $6147818.25    | 0.01%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $7016057.74    | 0.01%             | 2050-07-27      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16132.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     18467000 | PA      | $6540575.52    | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2472194.89    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5796547.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: AZ4612505<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |      2487000 | PA      | $2776227.99    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $11428006.63   | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12379834.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      9750000 | PA      | $7186680.47    | 0.01%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: EH3443791<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       338000 | PA      | $459009.01     | 0.00%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     10453000 | PA      | $11805477.95   | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      3742000 | PA      | $2155875.13    | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     10000000 | PA      | $11881262.06   | 0.01%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6057406.01    | 0.01%             | 2031-01-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      1720000 | PA      | $2012707.23    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5450750.81    | 0.00%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      1949000 | PA      | $1390379.96    | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      5087000 | PA      | $5714231.27    | 0.01%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     15400000 | PA      | $17926220.85   | 0.02%             | 2029-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1769000 | PA      | $2188839.75    | 0.00%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3637551.36    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1644000 | PA      | $1154826.69    | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9789519.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ottawa MacDonald-Cartier International Airport Authority                         | OTTAWA MACDONALD               | CUSIP: 689561AD0<br>LEI: 2549008095NAOCVM4L78 | Long             | DBT              | CORP              | CA        |       796481 | PA      | $528832.40     | 0.00%             | 2045-06-09      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    122692000 | PA      | $88391750.18   | 0.08%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: EG2525376<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       750000 | PA      | $999496.30     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5335554.87    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     76840900 | PA      | $49781452.72   | 0.04%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19970.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $21265285.64   | 0.02%             | 2029-04-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $12036004.18   | 0.01%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |      4355000 | PA      | $3391640.42    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                   | AMCO SPA                       | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |      7448000 | PA      | $8214610.04    | 0.01%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     18080000 | PA      | $12831226.02   | 0.01%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    130000000 | PA      | $19707809.21   | 0.02%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1263000 | PA      | $1802477.64    | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      8050000 | PA      | $11020010.90   | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1749400000 | PA      | $10690766.05   | 0.01%             | 2030-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    101614000 | PA      | $114485657.93  | 0.10%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      6953000 | PA      | $4668180.89    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      5500000 | PA      | $6551474.99    | 0.01%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2542879.76    | 0.00%             | 2028-09-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $3970801.07    | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5685050.47    | 0.01%             | 2029-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AO2464011<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3191666.02    | 0.00%             | 2027-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Avinor AS                                                                        | AVINOR AS                      | CUSIP: N/A<br>LEI: 5967007LIEEXZX8ZW078       | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $2083875.35    | 0.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $6205625.20    | 0.01%             | 2030-06-20      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8859361.71    | 0.01%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9510008.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 64953BAU2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      2993000 | PA      | $2092136.77    | 0.00%             | 2028-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2236539.24    | 0.00%             | 2027-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     33981000 | PA      | $18219494.74   | 0.02%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     59459840 | PA      | $76496704.42   | 0.07%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5866384.23    | 0.01%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     78557500 | PA      | $49459293.67   | 0.04%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3647820.04    | 0.00%             | 2032-08-21      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBQ5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $722531.39     | 0.00%             | 2052-09-14      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4914938.44    | 0.00%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |     18900000 | PA      | $14180621.96   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10603514.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     90000000 | PA      | $12303227.99   | 0.01%             | 2035-01-03      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $54597191.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6371783.79    | 0.01%             | 2028-09-27      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     17622942 | PA      | $19735315.98   | 0.02%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      7900000 | PA      | $5824665.97    | 0.01%             | 2032-08-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3857613.00    | 0.00%             | 2026-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     55959000 | PA      | $65557576.58   | 0.06%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                               | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |      2094000 | PA      | $2372602.46    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     22286000 | PA      | $24649996.09   | 0.02%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   7500000000 | PA      | $8067265.13    | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      3700000 | PA      | $2648284.07    | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      9524000 | PA      | $11589975.41   | 0.01%             | 2028-10-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2304265.96    | 0.00%             | 2079-12-31      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3177716.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  10325000000 | PA      | $9383773.64    | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $834344.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      2162000 | PA      | $1295087.56    | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $3745499.46    | 0.00%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4638615.03    | 0.00%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6349429.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3637548.95    | 0.00%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5084958.38    | 0.00%             | 2031-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      3825000 | PA      | $3113424.55    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      5800000 | PA      | $7330640.91    | 0.01%             | 2031-04-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4715000 | PA      | $5745944.19    | 0.01%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      5765000 | PA      | $4156838.96    | 0.00%             | 2029-12-12      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AG Insurance SA                                                                  | AG INSURANCE                   | CUSIP: N/A<br>LEI: G05OZ4J4E05KDATL0J93       | Long             | DBT              | CORP              | BE        |      3400000 | PA      | $3967002.40    | 0.00%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130255.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2817000 | PA      | $3127434.13    | 0.00%             | 2028-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAU9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      2250000 | PA      | $1526450.18    | 0.00%             | 2031-06-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     65836000 | PA      | $35428871.64   | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mountain View Partners GP                                                        | MOUNTAIN VIEW PT               | CUSIP: N/A<br>LEI: 5493000LE2PFR6X4RR93       | Long             | DBT              | CORP              | CA        |        84165 | PA      | $53155.71      | 0.00%             | 2051-03-31      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      2872000 | PA      | $2472459.88    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       943000 | PA      | $999783.20     | 0.00%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     17219000 | PA      | $19150979.64   | 0.02%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |    191000000 | PA      | $1195965.88    | 0.00%             | 2029-05-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     41683000 | PA      | $30358576.94   | 0.03%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2476634.63    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCG6<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3790402.84    | 0.00%             | 2034-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     14971000 | PA      | $16200661.49   | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       770792 | PA      | $521302.14     | 0.00%             | 2042-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAN6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1539835.44    | 0.00%             | 2054-09-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    190792000 | PA      | $214509698.90  | 0.19%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $76346.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                               | HELVETIA EUROPE                | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |      2743000 | PA      | $3005505.21    | 0.00%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $7225816.95    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2228150000 | PA      | $14576133.39   | 0.01%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1803938.10    | 0.00%             | 2033-07-25      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    109121395 | PA      | $87366772.29   | 0.08%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |      8000000 | PA      | $9111779.85    | 0.01%             | 2026-12-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $110691.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $4811616.29    | 0.00%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $13649410.77   | 0.01%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3613807.94    | 0.00%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3754138.29    | 0.00%             | 2033-11-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AJ3<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $106726.63     | 0.00%             | 2051-10-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2747543.71    | 0.00%             | 2034-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      8000000 | PA      | $9549675.30    | 0.01%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4085845.75    | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     42000000 | PA      | $48962479.63   | 0.04%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     43717000 | PA      | $36639929.99   | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $434745.02     | 0.00%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2309157.57    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DM9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      6930000 | PA      | $7245314.58    | 0.01%             | 2030-05-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5380000 | PA      | $7709911.79    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      8200000 | PA      | $8890662.52    | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     15000000 | PA      | $9997959.89    | 0.01%             | 2028-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     35800000 | PA      | $39815744.67   | 0.04%             | 2028-07-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55093797.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      3125000 | PA      | $3592766.29    | 0.00%             | 2028-05-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     10275000 | PA      | $11677767.75   | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10834000 | PA      | $8288904.11    | 0.01%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       600000 | PA      | $295698.74     | 0.00%             | 2039-11-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20000000000 | PA      | $122433274.93  | 0.11%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070ZCS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1931888.63    | 0.00%             | 2029-06-18      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     13595000 | PA      | $10488925.14   | 0.01%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 151100000000 | PA      | $98778282.98   | 0.09%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 390000000000 | PA      | $25097951.65   | 0.02%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6056816.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $17875634.82   | 0.02%             | 2029-03-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |      2725000 | PA      | $2000564.42    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      2880000 | PA      | $3240862.94    | 0.00%             | 2027-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     75922000 | PA      | $54527217.75   | 0.05%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     17892000 | PA      | $21572295.18   | 0.02%             | 2034-08-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    548580000 | PA      | $22422298.31   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10500000000 | PA      | $60588106.87   | 0.05%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      1224000 | PA      | $692955.57     | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4344113.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      9448000 | PA      | $8902004.86    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2750000 | PA      | $2017380.63    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4888103.96    | 0.00%             | 2029-07-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5206489.77    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17395277.13   | 0.02%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |      2500000 | PA      | $2959301.37    | 0.00%             | 2033-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      5914000 | PA      | $6695731.10    | 0.01%             | 2027-04-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $586441.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      2550000 | PA      | $1894684.09    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      4270000 | PA      | $2858364.10    | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $7305931.87    | 0.01%             | 2030-11-28      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $3008980.01    | 0.00%             | 2031-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8514177.02    | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      7200000 | PA      | $8245953.02    | 0.01%             | 2026-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      4618000 | PA      | $5200024.41    | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                                | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11728786.05   | 0.01%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      5100000 | PA      | $5875393.22    | 0.01%             | 2026-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6000000000 | PA      | $38097457.66   | 0.03%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7661650.55    | 0.01%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |     12240000 | PA      | $14302759.26   | 0.01%             | 2031-07-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1542360000 | PA      | $71956737.19   | 0.06%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $589420.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6225472.90    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    240812000 | PA      | $23316870.78   | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6872682.89    | 0.01%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5926359.49    | 0.01%             | 2055-06-18      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14287800000 | PA      | $45471018.53   | 0.04%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     64070000 | PA      | $73897797.09   | 0.07%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  49000000000 | PA      | $28875136.83   | 0.03%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZPV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3114000 | PA      | $1755988.72    | 0.00%             | 2052-09-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     16000000 | PA      | $18649453.76   | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       952000 | PA      | $617533.69     | 0.00%             | 2026-12-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Community Finance Co 1 PLC                                                       | COM FINANCE 1                  | CUSIP: N/A<br>LEI: 213800VZPKVQ7LLB8E76       | Long             | DBT              | CORP              | GB        |      2253000 | PA      | $2972799.53    | 0.00%             | 2034-07-31      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     73981000 | PA      | $71028866.75   | 0.06%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     14123000 | PA      | $15535148.61   | 0.01%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     19779000 | PA      | $12622843.32   | 0.01%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |       459000 | PA      | $388848.71     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2269121.89    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     46500000 | PA      | $37399772.09   | 0.03%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     25000000 | PA      | $24110200.26   | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-852672.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      2561000 | PA      | $2895482.78    | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       996000 | PA      | $1132156.33    | 0.00%             | 2049-02-19      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                          | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9913153.58    | 0.01%             | 2032-02-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     13742300 | PA      | $7674220.05    | 0.01%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1210038.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $3912363.95    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACT5<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      2600000 | PA      | $1915221.30    | 0.00%             | 2029-02-09      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAE4<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1178202.79    | 0.00%             | 2034-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       770000 | PA      | $411780.44     | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP PLC                   | CUSIP: EC1986149<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      2561000 | PA      | $3535785.76    | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      8984000 | PA      | $9252269.27    | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GE1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $547784.93     | 0.00%             | 2031-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    225000000 | PA      | $301295291.44  | 0.27%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      4725000 | PA      | $6079545.03    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2816394.37    | 0.00%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     13704000 | PA      | $9529584.06    | 0.01%             | 2035-05-13      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       375000 | PA      | $511020.43     | 0.00%             | 2028-03-31      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1330225.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | BANK NEW ZEALAND               | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |     12456000 | PA      | $14424753.98   | 0.01%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIL Ltd/Bermuda                                                                  | FIL LTD/BERMUDA                | CUSIP: N/A<br>LEI: 549300SGJNFISS8EB433       | Long             | DBT              | CORP              | BM        |      1402000 | PA      | $1616721.74    | 0.00%             | 2026-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     21000000 | PA      | $24277922.03   | 0.02%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                        | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |      2348000 | PA      | $1265157.28    | 0.00%             | 2055-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9880519.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                                           | FUJIFILM HOLDING               | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1280624.75    | 0.00%             | 2027-04-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1066000 | PA      | $784485.40     | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: ZP3535157<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1054484.04    | 0.00%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |      5750000 | PA      | $7837617.37    | 0.01%             | 2030-09-06      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    155000000 | PA      | $22224477.61   | 0.02%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3492211.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $183657.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                 | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |      7596000 | PA      | $8054426.41    | 0.01%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZR5694701<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $692384.79     | 0.00%             | 2049-09-30      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      3096000 | PA      | $3461155.29    | 0.00%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $13004015.98   | 0.01%             | 2029-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-684610.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $6347839.36    | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1327801.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                           | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2027281.84    | 0.00%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10512059.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      8821000 | PA      | $9150264.15    | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3581715.74    | 0.00%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18558.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      1800000 | PA      | $1194046.89    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     19332000 | PA      | $24243509.81   | 0.02%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17693.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika Capital BV                                                                  | SIKA CAPITAL BV                | CUSIP: N/A<br>LEI: 549300QW8B2Z3FSBS808       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10772755.16   | 0.01%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2452572.60    | 0.00%             | 2034-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6827950000 | PA      | $28991601.53   | 0.03%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: AM3605921<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $3454298.41    | 0.00%             | 2029-02-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-312101.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2818156.20    | 0.00%             | 2027-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5783330.61    | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    500000000 | PA      | $3180991.18    | 0.00%             | 2031-12-16      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     14895000 | PA      | $17569919.60   | 0.02%             | 2029-05-23      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | HEIDELBERG MATER               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8357077.73    | 0.01%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      5800000 | PA      | $7578002.99    | 0.01%             | 2043-11-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $935785.42     | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5292845.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    102843000 | PA      | $114802843.61  | 0.10%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     48940000 | PA      | $35215821.97   | 0.03%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14608850.90   | 0.01%             | 2030-07-10      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     26900000 | PA      | $19768990.38   | 0.02%             | 2033-06-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9160050000 | PA      | $55660823.01   | 0.05%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2181906.94    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       716000 | PA      | $982797.80     | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                        | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |      6316000 | PA      | $6388125.78    | 0.01%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                              | UNITE GROUP                    | CUSIP: AU7595815<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |       704000 | PA      | $898247.13     | 0.00%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAF8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      3900000 | PA      | $2825638.77    | 0.00%             | 2027-06-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7539876.85    | 0.01%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    887982000 | PA      | $30855769.35   | 0.03%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     38787000 | PA      | $37052045.30   | 0.03%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4638999.22    | 0.00%             | 2030-02-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8179349.35    | 0.01%             | 2036-03-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $31397195.65   | 0.03%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3982.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |      2055000 | PA      | $2423916.19    | 0.00%             | 2047-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     16500000 | PA      | $17388743.16   | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10591339.33   | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      6169000 | PA      | $4171558.69    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    221910000 | PA      | $18919042.02   | 0.02%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    206000000 | PA      | $234678622.26  | 0.21%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     22893000 | PA      | $17125736.91   | 0.02%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14991473.84   | 0.01%             | 2033-07-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     10000000 | PA      | $6267871.26    | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |     13368000 | PA      | $16869145.28   | 0.01%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04686PAE7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $5075288.72    | 0.00%             | 2030-05-23      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1226454.90    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     60000000 | PA      | $39023030.70   | 0.03%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-312205.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBE5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1786293.04    | 0.00%             | 2041-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |     25000000 | PA      | $29617732.25   | 0.03%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1769504.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $6237116.62    | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5894000 | PA      | $6291738.98    | 0.01%             | 2029-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     29083000 | PA      | $22770930.43   | 0.02%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CAN PAC RR CO                  | CUSIP: 13645RBL7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     11000000 | PA      | $7977248.94    | 0.01%             | 2032-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     12000000 | PA      | $13320147.17   | 0.01%             | 2030-09-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      1195000 | PA      | $876530.69     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: AR9244922<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5709677.37    | 0.01%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                 | MER-BENZ CA FIN                | CUSIP: 58769CAB8<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $749396.31     | 0.00%             | 2028-06-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8370000 | PA      | $5957782.18    | 0.01%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6650065.86    | 0.01%             | 2033-09-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telereal Secured Finance PLC                                                     | TELEREAL SECURED               | CUSIP: N/A<br>LEI: 213800OMYN4NJ6W4AD35       | Long             | DBT              | CORP              | GB        |      2137519 | PA      | $2697350.50    | 0.00%             | 2031-12-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     13000000 | PA      | $9508965.88    | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     75514000 | PA      | $84435794.33   | 0.08%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $5876375.29    | 0.01%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5540606.71    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EX3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      3541000 | PA      | $3884591.27    | 0.00%             | 2029-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10740014.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AT5926676<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    129350000 | PA      | $24035253.51   | 0.02%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     10000000 | PA      | $11210311.38   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2718140.18    | 0.00%             | 2028-01-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     13876000 | PA      | $15305268.01   | 0.01%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    123736000 | PA      | $78420306.80   | 0.07%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $3420072.82    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA HLDGS                  | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2344602.46    | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $111643.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yorkshire Water Services Finance Ltd                                             | YORKS WATER FIN                | CUSIP: EG4572640<br>LEI: 213800SPVHJCCUH13862 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $907845.40     | 0.00%             | 2037-05-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      9600000 | PA      | $11400642.63   | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      4699000 | PA      | $4625880.45    | 0.00%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7102925.66    | 0.01%             | 2029-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     11900000 | PA      | $13960801.13   | 0.01%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $642283.63     | 0.00%             | 2026-12-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6239315.51    | 0.01%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2740000 | PA      | $1991595.04    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9566650000 | PA      | $60009371.24   | 0.05%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | DONG A/S                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      2298000 | PA      | $2889242.88    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     17889000 | PA      | $11172000.78   | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10192194.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     67108000 | PA      | $16191373.74   | 0.01%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AC7<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      3990000 | PA      | $2655754.87    | 0.00%             | 2030-09-11      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     91405000 | PA      | $92679936.90   | 0.08%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     10219000 | PA      | $10469536.68   | 0.01%             | 2079-12-31      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2099955.41    | 0.00%             | 2032-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3393794.40    | 0.00%             | 2051-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       970000 | PA      | $660535.96     | 0.00%             | 2039-11-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       778000 | PA      | $791833.45     | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333EE2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       509000 | PA      | $392720.31     | 0.00%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      7200000 | PA      | $7946727.19    | 0.01%             | 2029-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      7380000 | PA      | $5139374.54    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2208477.74    | 0.00%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2366459.50    | 0.00%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                   | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $7455684.29    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7318114.59    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAJ6<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       930000 | PA      | $722948.00     | 0.00%             | 2052-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      5034000 | PA      | $3631644.00    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7621444.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      1019000 | PA      | $844936.01     | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19519495.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11824799.50   | 0.01%             | 2034-10-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQT6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      2365000 | PA      | $1763635.58    | 0.00%             | 2032-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    110000000 | PA      | $116551989.13  | 0.10%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      5910000 | PA      | $6772282.77    | 0.01%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    248509000 | PA      | $273358840.16  | 0.24%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3601116.23    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5122465.79    | 0.00%             | 2031-07-22      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3256486.10    | 0.00%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27546898.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     80000000 | PA      | $93966808.29   | 0.08%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5198550000 | PA      | $19568754.25   | 0.02%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4682121.71    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     79586000 | PA      | $87473459.66   | 0.08%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       509000 | PA      | $329895.83     | 0.00%             | 2027-07-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      7310000 | PA      | $5321562.21    | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    164689000 | PA      | $186780438.79  | 0.17%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1176660.86    | 0.00%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3812000 | PA      | $4995503.84    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                              | HENKEL AG & CO                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2447343.49    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: AM1130609<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |      6600000 | PA      | $6594706.71    | 0.01%             | 2037-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    165000000 | PA      | $23590119.63   | 0.02%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     32409000 | PA      | $18577930.38   | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2399467.01    | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    104516000 | PA      | $119689906.12  | 0.11%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8358350000 | PA      | $53810846.86   | 0.05%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2936613.18    | 0.00%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12501050000 | PA      | $75718829.84   | 0.07%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3055000 | PA      | $3757784.77    | 0.00%             | 2034-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      4485000 | PA      | $5534968.18    | 0.00%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     16820000 | PA      | $14774622.58   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     14052000 | PA      | $14350812.69   | 0.01%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     79889000 | PA      | $24736147.47   | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      3515000 | PA      | $4402867.79    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-186                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     75000000 | PA      | $85420515.56   | 0.08%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     10863000 | PA      | $12399109.19   | 0.01%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1436987.25    | 0.00%             | 2079-12-31      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: AW8745126<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      9767000 | PA      | $10728850.78   | 0.01%             | 2029-02-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     20000000 | PA      | $13661634.01   | 0.01%             | 2032-11-09      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     55000000 | PA      | $27297685.13   | 0.02%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBG7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      9899000 | PA      | $7143888.55    | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $12075186.21   | 0.01%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      2400000 | PA      | $2371308.97    | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1031450000 | PA      | $7204898.78    | 0.01%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      9700000 | PA      | $7087552.19    | 0.01%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                                                 | STELLA-JONES                   | CUSIP: 85853FAB1<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | DBT              | CORP              | CA        |      3336000 | PA      | $2425782.31    | 0.00%             | 2031-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |    400000000 | PA      | $2565092.47    | 0.00%             | 2028-12-07      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1179000 | PA      | $841437.73     | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      4000000 | PA      | $4301015.95    | 0.00%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $12195164.40   | 0.01%             | 2030-01-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2453719.90    | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      6896000 | PA      | $7413022.35    | 0.01%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     15000000 | PA      | $17533700.61   | 0.02%             | 2031-01-28      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      3907000 | PA      | $4411603.24    | 0.00%             | 2026-11-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                              | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1487004.15    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      9300000 | PA      | $5953879.41    | 0.01%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2639700000 | PA      | $17499510.12   | 0.02%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      5044000 | PA      | $5697791.04    | 0.01%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    301747000 | PA      | $362979312.70  | 0.32%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    149386000 | PA      | $147128712.50  | 0.13%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $631958.80     | 0.00%             | 2028-11-24      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      7173000 | PA      | $6946155.32    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     35596125 | PA      | $42466778.70   | 0.04%             | 2038-10-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      8843000 | PA      | $8605415.08    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $14345485.95   | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      3541000 | PA      | $3895303.26    | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114106.51     | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     29600000 | PA      | $33896351.12   | 0.03%             | 2037-11-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     19280000 | PA      | $20767491.63   | 0.02%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4860000 | PA      | $5864736.38    | 0.01%             | 2032-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                   | NEXT GROUP PLC                 | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |      5541000 | PA      | $7173490.91    | 0.01%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5505000 | PA      | $8550776.44    | 0.01%             | 2036-06-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      2075000 | PA      | $2355960.65    | 0.00%             | 2027-10-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2523000 | PA      | $1699214.73    | 0.00%             | 2035-10-01      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19305703.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     64931000 | PA      | $75408172.62   | 0.07%             | 2033-06-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      2618000 | PA      | $1876679.95    | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5492916.39    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2389715.60    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |     13010000 | PA      | $7480720.84    | 0.01%             | 2032-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                                | SELP FINANCE SAR               | CUSIP: AZ1510454<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |      7448000 | PA      | $8484311.86    | 0.01%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $4020156.62    | 0.00%             | 2028-09-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      8179000 | PA      | $8848628.60    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5635000 | PA      | $6299324.07    | 0.01%             | 2027-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1191000000 | PA      | $60593266.89   | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       690000 | PA      | $518273.17     | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: EG5612718<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      5536000 | PA      | $6720342.68    | 0.01%             | 2027-06-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $716215.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     10100000 | PA      | $6973600.11    | 0.01%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     18000000 | PA      | $20571899.54   | 0.02%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $6736656.19    | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | DAIICHI SANKYO                 | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $563815.33     | 0.00%             | 2036-07-25      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    819560000 | PA      | $42053130.73   | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     12400000 | PA      | $13703035.80   | 0.01%             | 2028-05-31      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6900251.05    | 0.01%             | 2030-07-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: ZS0711912<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      4669000 | PA      | $4583778.80    | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      6990000 | PA      | $8143702.17    | 0.01%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: EJ2313116<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1632417.44    | 0.00%             | 2042-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |     13000000 | PA      | $14824198.04   | 0.01%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEXUS Finance Pty Ltd                                                            | DEXUS FINANCE                  | CUSIP: N/A<br>LEI: 254900Q8HV90024Z7W84       | Long             | DBT              | CORP              | AU        |      3720000 | PA      | $2156488.20    | 0.00%             | 2032-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $752664.15     | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      6828000 | PA      | $7975417.33    | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: N/A<br>LEI: 5493001X4LH60PFRL744       | Long             | DBT              | CORP              | N/A       |     11000000 | PA      | $12627309.39   | 0.01%             | 2032-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     12810000 | PA      | $14338142.59   | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7985338.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     16660000 | PA      | $17472998.00   | 0.02%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $7493923.66    | 0.01%             | 2035-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suedzucker AG                                                                    | SUEDZUCKER AG                  | CUSIP: N/A<br>LEI: 529900S8QNB101D40S72       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8276918.30    | 0.01%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     20000000 | PA      | $23355032.35   | 0.02%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      2800000 | PA      | $3152031.18    | 0.00%             | 2028-01-18      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       100000 | PA      | $115120.99     | 0.00%             | 2029-06-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4648000 | PA      | $5428184.20    | 0.00%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10700000 | PA      | $12344089.34   | 0.01%             | 2027-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2875312.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      8100000 | PA      | $9673024.51    | 0.01%             | 2027-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10337000 | PA      | $8948461.06    | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5695946.68    | 0.01%             | 2028-01-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $5903033.19    | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arqiva Financing PLC                                                             | ARQIVA FINANCING               | CUSIP: N/A<br>LEI: 213800HHECW72RW2QH41       | Long             | DBT              | CORP              | GB        |      1761000 | PA      | $2296255.77    | 0.00%             | 2032-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wheatley Group Capital PLC                                                       | WHEATLEY GROUP C               | CUSIP: N/A<br>LEI: 213800H5Z7A5G7ZS2U33       | Long             | DBT              | CORP              | GB        |       869000 | PA      | $960392.78     | 0.00%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   3546820000 | PA      | $10161209.61   | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     59274000 | PA      | $29302713.23   | 0.03%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      7400000 | PA      | $7370408.22    | 0.01%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     20000000 | PA      | $23469937.73   | 0.02%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BRS9C2CF7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   1150000000 | PA      | $7709694.47    | 0.01%             | 2030-01-28      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3225000 | PA      | $3572153.12    | 0.00%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2550075.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |     10400000 | PA      | $12451850.81   | 0.01%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     31942000 | PA      | $36343158.61   | 0.03%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5718333.24    | 0.01%             | 2035-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |     31266000 | PA      | $36667067.20   | 0.03%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AB8<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1838331.43    | 0.00%             | 2032-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citizen Treasury PLC                                                             | WM TREAS 2 PLC                 | CUSIP: N/A<br>LEI: 213800U87S2B5BF1RO21       | Long             | DBT              | CORP              | GB        |      5778000 | PA      | $5032047.16    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      9338000 | PA      | $9282992.34    | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11337000000 | PA      | $47892252.03   | 0.04%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    195316020 | PA      | $261277888.79  | 0.23%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2543000 | PA      | $2904452.84    | 0.00%             | 2027-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1913031.32    | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $2368680.92    | 0.00%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  63000000000 | PA      | $42783873.73   | 0.04%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      4202000 | PA      | $1971204.16    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      8109000 | PA      | $8623484.62    | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5234216.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $9247430.17    | 0.01%             | 2030-03-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAK3<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $710834.94     | 0.00%             | 2027-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  62955000000 | PA      | $37600084.19   | 0.03%             | 2047-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $8287239.76    | 0.01%             | 2033-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Linde Finance BV                                                                 | LINDE FINANCE BV               | CUSIP: N/A<br>LEI: 5H8RMHHYTWIP1RKLCE38       | Long             | DBT              | CORP              | NL        |      8200000 | PA      | $8057293.99    | 0.01%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     73769443 | PA      | $44742527.95   | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     66500000 | PA      | $34661669.18   | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Redexis Gas Finance BV                                                           | REDEXIS GAS FIN                | CUSIP: N/A<br>LEI: 724500XI19XTPCL36320       | Long             | DBT              | CORP              | NL        |      2104000 | PA      | $2398584.64    | 0.00%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      4000000 | PA      | $4624679.62    | 0.00%             | 2055-09-02      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       150000 | PA      | $158909.45     | 0.00%             | 2053-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Capital Funding Sterling 1 LP                                          | HSBC BNK CAO FND               | CUSIP: N/A<br>LEI: 2138007XGRZME1ZCTY76       | Long             | DBT              | CORP              | JE        |       188000 | PA      | $259193.19     | 0.00%             | 2079-12-31      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $38799.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd                                                             | SUNTORY HOLDINGS               | CUSIP: N/A<br>LEI: 54930074QUY8RD0UZM08       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1205316.72    | 0.00%             | 2033-05-25      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     93400000 | PA      | $590909.70     | 0.00%             | 2028-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5500000 | PA      | $6175436.11    | 0.01%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     49483000 | PA      | $53526619.95   | 0.05%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $919614.84     | 0.00%             | 2032-08-26      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                        | COVENTRY BDG SOC               | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |      2938000 | PA      | $3397148.93    | 0.00%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      3410000 | PA      | $3198800.66    | 0.00%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       890000 | PA      | $582246.32     | 0.00%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4043000 | PA      | $4228294.36    | 0.00%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     13000000 | PA      | $14216978.65   | 0.01%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11868110.32   | 0.01%             | 2028-03-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $7406936.33    | 0.01%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $10584329.03   | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      6900000 | PA      | $8069793.87    | 0.01%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     10000000 | PA      | $4409729.18    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5943227.95    | 0.01%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     92398000 | PA      | $85828890.15   | 0.08%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |     12500000 | PA      | $13917223.59   | 0.01%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      8700000 | PA      | $10778966.33   | 0.01%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      4653000 | PA      | $5449469.71    | 0.00%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                        | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2508007.17    | 0.00%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     19098000 | PA      | $20932206.29   | 0.02%             | 2028-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     52000000 | PA      | $45511966.58   | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      1198000 | PA      | $916602.44     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       405000 | PA      | $288000.84     | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       999000 | PA      | $507895.93     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2260600.51    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: AZ0185357<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5520643.96    | 0.00%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     65061000 | PA      | $41506255.35   | 0.04%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      2541000 | PA      | $2692536.89    | 0.00%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAC5<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       961000 | PA      | $690876.88     | 0.00%             | 2027-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6633000 | PA      | $5489292.13    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $12782694.00   | 0.01%             | 2048-10-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8853000 | PA      | $5079142.62    | 0.00%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      8009000 | PA      | $8814369.00    | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      2561000 | PA      | $2191506.08    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     50157000 | PA      | $36052649.91   | 0.03%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                  | NIE FINANCE                    | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4162129.19    | 0.00%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2588.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     92375500 | PA      | $107829283.17  | 0.10%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      2500000 | PA      | $2583926.18    | 0.00%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      8500000 | PA      | $6048784.53    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14007000 | PA      | $12198863.74   | 0.01%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      2993600 | PA      | $1331723.84    | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12818600000 | PA      | $69602219.85   | 0.06%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1329396.53    | 0.00%             | 2038-11-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     45000000 | PA      | $52219603.47   | 0.05%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11445400000 | PA      | $65345658.69   | 0.06%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3486443.68    | 0.00%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      1900000 | PA      | $1425609.27    | 0.00%             | 2041-05-28      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $12050434.20   | 0.01%             | 2034-05-14      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      1545000 | PA      | $1761745.14    | 0.00%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $6682912.31    | 0.01%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      2543000 | PA      | $2722993.18    | 0.00%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |      1278000 | PA      | $798340.30     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    500000000 | PA      | $3204684.64    | 0.00%             | 2028-10-16      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     10600000 | PA      | $8029118.90    | 0.01%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5291474.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      7900000 | PA      | $7117323.90    | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     69837000 | PA      | $82920750.37   | 0.07%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |       906629 | PA      | $1207363.63    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      2300000 | PA      | $1460816.50    | 0.00%             | 2030-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     58911232 | PA      | $46056298.77   | 0.04%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     35000000 | PA      | $40055096.10   | 0.04%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      2300000 | PA      | $2658993.01    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6006311.08    | 0.01%             | 2031-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $4005032.84    | 0.00%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6000934.22    | 0.01%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      7600000 | PA      | $7404993.14    | 0.01%             | 2034-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: ZQ5980433<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $4374185.36    | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      5904000 | PA      | $5407582.49    | 0.00%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    175391000 | PA      | $207826506.36  | 0.18%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3439585.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2226400000 | PA      | $14121294.86   | 0.01%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10829194.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     26008000 | PA      | $18138323.10   | 0.02%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11773628.75   | 0.01%             | 2028-06-11      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7397900000 | PA      | $40876884.99   | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                   | HOSP SICK CHILDR               | CUSIP: 44107DAB7<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |      1346000 | PA      | $755130.62     | 0.00%             | 2057-12-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3074450000 | PA      | $20610697.05   | 0.02%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 628957AH5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       227000 | PA      | $122071.44     | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBN5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      2214000 | PA      | $2478236.56    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    112885000 | PA      | $121936712.39  | 0.11%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     11525000 | PA      | $3455585.61    | 0.00%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     11100000 | PA      | $12812252.34   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MAY9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1403000 | PA      | $964430.43     | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    103547000 | PA      | $59593906.87   | 0.05%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1007650000 | PA      | $6696332.81    | 0.01%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6599052.43    | 0.01%             | 2032-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36121.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  25276250000 | PA      | $158106281.44  | 0.14%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6533032.32    | 0.01%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |        42000 | PA      | $50747.54      | 0.00%             | 2033-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       100000 | PA      | $112138.66     | 0.00%             | 2027-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11877711.90   | 0.01%             | 2031-08-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAS1<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1960594.63    | 0.00%             | 2042-09-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      2087000 | PA      | $2063196.30    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KBC Bank NV                                                                      | KBC BANK NV                    | CUSIP: N/A<br>LEI: 6B2PBRV1FCJDMR45RZ53       | Long             | DBT              | CORP              | BE        |      3600000 | PA      | $4027188.11    | 0.00%             | 2027-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      2122000 | PA      | $2220099.14    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2230000 | PA      | $1605362.94    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    171000000 | PA      | $24522533.20   | 0.02%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3896587.00    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10655063.82   | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      4708000 | PA      | $5217155.74    | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $1997767.92    | 0.00%             | 2031-01-16      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5856400000 | PA      | $36663290.88   | 0.03%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                                | BUREAU VERITAS                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2296368.00    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     20300000 | PA      | $24115679.13   | 0.02%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    184370000 | PA      | $44424176.02   | 0.04%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     11400000 | PA      | $9059746.75    | 0.01%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      6700000 | PA      | $4075831.66    | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5120000 | PA      | $2605742.51    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     12500000 | PA      | $14717200.19   | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1520000 | PA      | $1053719.10    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     32172000 | PA      | $36068628.37   | 0.03%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     11371000 | PA      | $8115481.61    | 0.01%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1871000 | PA      | $1030600.51    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     46094000 | PA      | $20369370.93   | 0.02%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  70000000000 | PA      | $48601829.09   | 0.04%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1157000 | PA      | $837650.27     | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3705350000 | PA      | $24928405.13   | 0.02%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      6545000 | PA      | $7636072.66    | 0.01%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $5461350.04    | 0.00%             | 2029-08-18      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12699168.13   | 0.01%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     18962000 | PA      | $20817459.39   | 0.02%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                       | UNITED UTIL WAT                | CUSIP: ED8138619<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6397772.49    | 0.01%             | 2035-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      6000000 | PA      | $7441670.08    | 0.01%             | 2040-05-22      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      7000000 | PA      | $4609400.92    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      6787000 | PA      | $4644395.57    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3587000 | PA      | $3993713.35    | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27462224.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1061588.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $3401990.12    | 0.00%             | 2034-11-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |      2214000 | PA      | $2394486.61    | 0.00%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3709800000 | PA      | $24714954.32   | 0.02%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     15070000 | PA      | $18364392.82   | 0.02%             | 2031-09-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1098729.89    | 0.00%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2500000000 | PA      | $15911754.59   | 0.01%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1626000 | PA      | $1212586.49    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2322488.89    | 0.00%             | 2030-10-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                       | SANDVIK AB                     | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | DBT              | CORP              | SE        |      6050000 | PA      | $6948722.41    | 0.01%             | 2027-06-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     18390000 | PA      | $12726022.92   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5347850000 | PA      | $34270463.61   | 0.03%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8232054.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1523000 | PA      | $1017996.20    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2298727.94    | 0.00%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      3037000 | PA      | $3440121.48    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $3738002.07    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: EC8511957<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      2680000 | PA      | $3603376.80    | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                       | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     10070000 | PA      | $11859938.37   | 0.01%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3432560.52    | 0.00%             | 2029-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      3074000 | PA      | $3304552.30    | 0.00%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18558.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      5458000 | PA      | $5602044.37    | 0.00%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                      | HITACHI LTD                    | CUSIP: ZP8217132<br>LEI: 549300T6IPOCDWLKC615 | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $615628.97     | 0.00%             | 2030-03-12      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                  | VOLKSWAGEN AUST                | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3292543.73    | 0.00%             | 2027-02-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $8712133.49    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $959113.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1114627.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     11986000 | PA      | $12423558.65   | 0.01%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    811930000 | PA      | $33747584.59   | 0.03%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5793100.47    | 0.01%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     50000000 | PA      | $58091759.01   | 0.05%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     25816000 | PA      | $18396854.70   | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      8529000 | PA      | $6175660.05    | 0.01%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  63000000000 | PA      | $45195782.14   | 0.04%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                      | PANDORA A/S                    | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | DBT              | CORP              | DK        |      8885000 | PA      | $10648440.52   | 0.01%             | 2028-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     33580000 | PA      | $37483057.74   | 0.03%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     16500000 | PA      | $19088838.49   | 0.02%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: EH0065126<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      2044000 | PA      | $2896627.93    | 0.00%             | 2031-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 2 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138008F9VZUZWUBZD27       | Long             | DBT              | CORP              | GB        |      1713151 | PA      | $2334605.61    | 0.00%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $19038273.31   | 0.02%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     11000000 | PA      | $12675477.49   | 0.01%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $6436355.87    | 0.01%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10900970.76   | 0.01%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6348648.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: AL4994599<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5782370.03    | 0.01%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |      2104000 | PA      | $2266367.46    | 0.00%             | 2029-07-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      1198803 | PA      | $1223539.85    | 0.00%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3430000 | PA      | $2457947.71    | 0.00%             | 2055-12-17      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      9300000 | PA      | $11594727.10   | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      4932000 | PA      | $3253942.89    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AN7626491<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3840944.13    | 0.00%             | 2027-06-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     13701000 | PA      | $15754684.46   | 0.01%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      5000000 | PA      | $2081503.86    | 0.00%             | 2042-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16803094.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAD0<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1044730.54    | 0.00%             | 2028-07-14      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5691216.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                    | HAMMERSON PLC                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      2700000 | PA      | $3557954.23    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     92000000 | PA      | $15455366.27   | 0.01%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     54884000 | PA      | $56849659.31   | 0.05%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    225500000 | PA      | $1381589.38    | 0.00%             | 2030-08-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $5689907.17    | 0.01%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17385816.18   | 0.02%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |      4000000 | PA      | $4984020.38    | 0.00%             | 2037-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     73971000 | PA      | $23293038.33   | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     11375000 | PA      | $8420813.03    | 0.01%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBD1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2610000 | PA      | $1824810.28    | 0.00%             | 2041-09-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                   | FCC AQUALIA SA                 | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      1107000 | PA      | $1278220.54    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2539412.75    | 0.00%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $10989500.51   | 0.01%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     13363000 | PA      | $8354151.63    | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2208000 | PA      | $2221198.64    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1178550000 | PA      | $8164083.74    | 0.01%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      6630000 | PA      | $8143982.23    | 0.01%             | 2035-12-11      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $17348210.97   | 0.02%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Brisa-Concessao Rodoviaria SA                                                    | BCR-BRISA CONCES               | CUSIP: N/A<br>LEI: 529900O4HQ501ZCXL896       | Long             | DBT              | CORP              | PT        |      6800000 | PA      | $7850398.98    | 0.01%             | 2027-05-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     15700000 | PA      | $17919948.65   | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $3227880.70    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: EH6206096<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      3316000 | PA      | $4831997.86    | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      4556000 | PA      | $5281761.54    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    639980000 | PA      | $31558885.48   | 0.03%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10381523.02   | 0.01%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      2300000 | PA      | $2688774.62    | 0.00%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      1615000 | PA      | $2028440.84    | 0.00%             | 2028-08-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      6365000 | PA      | $7854997.77    | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130255.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4599565.17    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16661566.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      4700000 | PA      | $5224610.66    | 0.00%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      3522000 | PA      | $3760978.85    | 0.00%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBB8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1250000 | PA      | $818230.28     | 0.00%             | 2046-01-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5522259.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      4250000 | PA      | $4181950.80    | 0.00%             | 2031-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      8000000 | PA      | $8648296.50    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      8851000 | PA      | $9497548.24    | 0.01%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  19450000000 | PA      | $20051822.27   | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1814692.83    | 0.00%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  37700000000 | PA      | $28604875.99   | 0.03%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4811893.04    | 0.00%             | 2028-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $10095191.37   | 0.01%             | 2030-11-14      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3500000 | PA      | $5238724.91    | 0.00%             | 2033-09-07      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBL6<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       493000 | PA      | $316440.62     | 0.00%             | 2048-11-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5779405.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      7600000 | PA      | $7782743.54    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     12400000 | PA      | $10648800.11   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      1513000 | PA      | $988507.28     | 0.00%             | 2050-03-21      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $9041397.71    | 0.01%             | 2030-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JU6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      3265000 | PA      | $3715565.08    | 0.00%             | 2027-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      2278000 | PA      | $2538619.87    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      6823000 | PA      | $5868618.68    | 0.01%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      8958000 | PA      | $9746837.74    | 0.01%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     10000000 | PA      | $12531430.46   | 0.01%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     12731000 | PA      | $13177249.60   | 0.01%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     17178000 | PA      | $19639322.13   | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5800000 | PA      | $6627118.70    | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AH3<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |      1159000 | PA      | $833957.41     | 0.00%             | 2043-10-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23130000 | PA      | $16435793.26   | 0.01%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11042900000 | PA      | $56160272.69   | 0.05%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $3772004.95    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2143201.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAT3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3717739.47    | 0.00%             | 2029-01-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     16900000 | PA      | $18686002.23   | 0.02%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     16600000 | PA      | $18571721.41   | 0.02%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     19345000 | PA      | $13675730.90   | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $7071476.89    | 0.01%             | 2030-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $5779371.71    | 0.01%             | 2033-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $10360832.49   | 0.01%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4096874.05    | 0.00%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD ASSET               | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $480029.90     | 0.00%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $9344340.08    | 0.01%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      2227000 | PA      | $2931177.44    | 0.00%             | 2026-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                               | RABOBANK UA/AU                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      8300000 | PA      | $5550861.07    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BC2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       548000 | PA      | $628306.87     | 0.00%             | 2033-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     22000000 | PA      | $27694566.64   | 0.02%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1845455.97    | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      2571000 | PA      | $1681101.84    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $839940.25     | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $7318679.21    | 0.01%             | 2028-01-14      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    101436000 | PA      | $115418219.14  | 0.10%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      2543000 | PA      | $3183541.46    | 0.00%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1322000 | PA      | $865691.09     | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      8000000 | PA      | $9575264.13    | 0.01%             | 2029-02-16      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       500000 | PA      | $540315.38     | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    243681000 | PA      | $268180832.21  | 0.24%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5962000 | PA      | $4460213.20    | 0.00%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      1263000 | PA      | $1291281.62    | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAW0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1529000 | PA      | $960701.48     | 0.00%             | 2046-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    100000000 | PA      | $115617682.11  | 0.10%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: AN6324528<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     23345000 | PA      | $24080573.92   | 0.02%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $7045324.09    | 0.01%             | 2028-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4758000 | PA      | $4977521.54    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EK5348413<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      5700000 | PA      | $6621828.48    | 0.01%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1074000 | PA      | $579302.91     | 0.00%             | 2049-10-18      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $14464089.65   | 0.01%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2221239.08    | 0.00%             | 2035-10-07      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5700000 | PA      | $4104706.33    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connect Plus M25 Issuer PLC                                                      | CONNECT PLUS                   | CUSIP: AT6477711<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |      1209434 | PA      | $1331253.93    | 0.00%             | 2039-03-31      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6202660.09    | 0.01%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       400000 | PA      | $442990.62     | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      8100000 | PA      | $9035835.95    | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      3200000 | PA      | $2505409.60    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     12000000 | PA      | $12710987.75   | 0.01%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6960100.56    | 0.01%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     11700000 | PA      | $12097611.95   | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     20000000 | PA      | $11548175.44   | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2739741.13    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18558.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     20291000 | PA      | $25992339.58   | 0.02%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L               | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |      2700000 | PA      | $3371623.31    | 0.00%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |     21000000 | PA      | $26521897.24   | 0.02%             | 2032-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       747000 | PA      | $422080.70     | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AC8<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $595512.46     | 0.00%             | 2052-04-23      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      9016000 | PA      | $10075948.41   | 0.01%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       422100 | PA      | $254282.17     | 0.00%             | 2034-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $11695633.53   | 0.01%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: AX7292508<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      1263000 | PA      | $1402165.90    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     53292000 | PA      | $54153065.63   | 0.05%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ITM Entreprises SASU                                                             | ITM ENTREPRISES                | CUSIP: N/A<br>LEI: 969500LMMR83QL6TLK43       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $3113290.52    | 0.00%             | 2029-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     28565000 | PA      | $20403491.42   | 0.02%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      2200000 | PA      | $2311693.68    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     42860000 | PA      | $1860438.29    | 0.00%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1100000000 | PA      | $6875065.67    | 0.01%             | 2035-01-25      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     36000000 | PA      | $19515150.64   | 0.02%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $21312702.30   | 0.02%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2108602.46    | 0.00%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $8857410.80    | 0.01%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9966050000 | PA      | $31181514.17   | 0.03%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      9500000 | PA      | $10693430.07   | 0.01%             | 2079-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |     10191000 | PA      | $11486044.23   | 0.01%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4852440.51    | 0.00%             | 2030-05-03      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      3063000 | PA      | $3598942.56    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5974000 | PA      | $6577706.13    | 0.01%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1040086.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     12782000 | PA      | $14419908.95   | 0.01%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $7893888.07    | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       407000 | PA      | $284912.82     | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      3150000 | PA      | $2389485.05    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9964694.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    582080000 | PA      | $54689823.38   | 0.05%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      9177000 | PA      | $10287727.08   | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1670982.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      9400000 | PA      | $11151437.29   | 0.01%             | 2029-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     71702000 | PA      | $17968877.31   | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     22036821 | PA      | $20837141.37   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      7145000 | PA      | $8275014.18    | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: AR3869641<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2252817.88    | 0.00%             | 2028-02-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $9972445.21    | 0.01%             | 2034-02-28      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      3211000 | PA      | $4026012.78    | 0.00%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                     | CCF SFH SACA                   | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $10152065.06   | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: AR6731525<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $790709.94     | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $3329284.89    | 0.00%             | 2034-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |    108000000 | PA      | $125171552.60  | 0.11%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    175000000 | PA      | $229840585.83  | 0.20%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       778000 | PA      | $907508.59     | 0.00%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      6854000 | PA      | $7974065.39    | 0.01%             | 2031-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      5800000 | PA      | $7473745.00    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      3724000 | PA      | $4778282.65    | 0.00%             | 2028-09-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3107000 | PA      | $2101411.05    | 0.00%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       895000 | PA      | $673526.31     | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      9000000 | PA      | $10115787.50   | 0.01%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      2269000 | PA      | $2614268.71    | 0.00%             | 2027-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $17048849.31   | 0.02%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      3600000 | PA      | $4598214.47    | 0.00%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Saxon Weald Capital PLC                                                          | SAXON WEALD CAPI               | CUSIP: N/A<br>LEI: 213800UEFOLHAOF85L31       | Long             | DBT              | CORP              | GB        |       515000 | PA      | $663448.34     | 0.00%             | 2042-06-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4126113.46    | 0.00%             | 2048-09-07      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2250234.03    | 0.00%             | 2051-09-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6400000 | PA      | $4710214.74    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     53250000 | PA      | $61487476.69   | 0.05%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1224194.24    | 0.00%             | 2029-10-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7266000 | PA      | $7909985.79    | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $13401371.85   | 0.01%             | 2036-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     32307000 | PA      | $21366210.44   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9828649.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1040961.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                        | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $815981.02     | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     25620000 | PA      | $28448194.43   | 0.03%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    106500000 | PA      | $15497004.63   | 0.01%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     13835000 | PA      | $14894605.42   | 0.01%             | 2028-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $958882.62     | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179KJ3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $5850138.68    | 0.01%             | 2027-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     11609000 | PA      | $7706339.01    | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5913362.79    | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK Capital BV                                                                   | GSK CAPITAL BV                 | CUSIP: N/A<br>LEI: 549300ZGXDBU2ZV6RP76       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10462389.26   | 0.01%             | 2032-11-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     18300000 | PA      | $19844976.24   | 0.02%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     11000000 | PA      | $13869291.79   | 0.01%             | 2033-10-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $5883455.55    | 0.01%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    130408000 | PA      | $172661970.96  | 0.15%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739886<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1973059.38    | 0.00%             | 2068-10-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6583795.87    | 0.01%             | 2027-08-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFLD REN ENG               | CUSIP: 11282ZAL2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1990000 | PA      | $1427924.28    | 0.00%             | 2027-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      1941000 | PA      | $1204657.63    | 0.00%             | 2048-06-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5102000 | PA      | $3648602.06    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $825932.52     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2694735.33    | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9954450000 | PA      | $61573153.26   | 0.05%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAS8<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1750000 | PA      | $1305622.40    | 0.00%             | 2031-09-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8829924.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1037108.30    | 0.00%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      4600000 | PA      | $4914279.26    | 0.00%             | 2031-12-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     41052000 | PA      | $48320050.28   | 0.04%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5100000 | PA      | $5653679.70    | 0.01%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      3500000 | PA      | $4147158.26    | 0.00%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  83000000000 | PA      | $65183035.62   | 0.06%             | 2053-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3600000 | PA      | $4295455.47    | 0.00%             | 2028-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    159810000 | PA      | $28965002.85   | 0.03%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: BJ1619474<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      3724000 | PA      | $4247398.75    | 0.00%             | 2026-11-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |       100000 | PA      | $110006.52     | 0.00%             | 2028-09-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      6599000 | PA      | $7494326.81    | 0.01%             | 2027-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAH8<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      4950000 | PA      | $3764774.72    | 0.00%             | 2032-02-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                  | ADECCO GROUP AG                | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2568252.25    | 0.00%             | 2027-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11871194.81   | 0.01%             | 2029-02-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2109000 | PA      | $1471746.98    | 0.00%             | 2029-07-13      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      5087000 | PA      | $5532583.19    | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3949223.81    | 0.00%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    187000000 | PA      | $1123569.31    | 0.00%             | 2031-09-19      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      6400000 | PA      | $8110981.77    | 0.01%             | 2026-12-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     44109000 | PA      | $58762575.94   | 0.05%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Places Housing Group Ltd                                                   | GRT PL HSE GRP                 | CUSIP: N/A<br>LEI: 213800PI2FGITU4W2A31       | Long             | DBT              | CORP              | GB        |      1545000 | PA      | $1805974.65    | 0.00%             | 2042-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      5429000 | PA      | $5219161.18    | 0.00%             | 2033-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     83571000 | PA      | $24162832.46   | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      2526000 | PA      | $2378470.70    | 0.00%             | 2038-11-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     15000000 | PA      | $7767715.01    | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                              | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2553433.98    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     70000000 | PA      | $10260385.75   | 0.01%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 750587000000 | PA      | $48092893.89   | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-203181.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13128200000 | PA      | $66778368.43   | 0.06%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       803000 | PA      | $1065403.42    | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                            | IG GROUP                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3751080.85    | 0.00%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     24697000 | PA      | $16260571.08   | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $7653143.08    | 0.01%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |     12000000 | PA      | $13996688.21   | 0.01%             | 2026-11-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      9561000 | PA      | $11309873.07   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                                                  | SIMON INTL FIN S               | CUSIP: N/A<br>LEI: 549300KMCOJGU910PF77       | Long             | DBT              | CORP              | LU        |      2821000 | PA      | $2748260.48    | 0.00%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DD0<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1264212.36    | 0.00%             | 2031-07-27      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7515000 | PA      | $9337677.92    | 0.01%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     12084000 | PA      | $13758749.81   | 0.01%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    100845000 | PA      | $136922526.99  | 0.12%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12045111.27   | 0.01%             | 2029-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7872604.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |     11236000 | PA      | $13237636.64   | 0.01%             | 2028-12-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      6000000 | PA      | $6980234.82    | 0.01%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    122580000 | PA      | $155919884.29  | 0.14%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    698100000 | PA      | $4418450.25    | 0.00%             | 2028-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JK0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      2761000 | PA      | $1909660.60    | 0.00%             | 2027-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                            | BNP PARIBAS FORT               | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5565331.05    | 0.00%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 348269000000 | PA      | $21027569.14   | 0.02%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $577473.88     | 0.00%             | 2029-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6859813.14    | 0.01%             | 2032-09-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Euroclear Bank SA                                                                | EUROCLEAR BANK                 | CUSIP: N/A<br>LEI: 549300OZ46BRLZ8Y6F65       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4711178.63    | 0.00%             | 2027-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kanagawa Prefecture                                                              | KANAGAWA PREFECT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $479770.29     | 0.00%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6684977.74    | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     24000000 | PA      | $26101880.43   | 0.02%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS                        | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2477604.42    | 0.00%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      9505000 | PA      | $10336169.01   | 0.01%             | 2040-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |      6500000 | PA      | $7629351.08    | 0.01%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AP2<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      1568000 | PA      | $1101483.02    | 0.00%             | 2028-05-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5538000 | PA      | $3817111.17    | 0.00%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     79546000 | PA      | $92849792.20   | 0.08%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11990450000 | PA      | $64199270.35   | 0.06%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |      1250000 | PA      | $731252.10     | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2554958.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAN9<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1224000 | PA      | $823123.70     | 0.00%             | 2032-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8829014.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      4600000 | PA      | $4934464.28    | 0.00%             | 2030-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      4519000 | PA      | $5194004.29    | 0.00%             | 2029-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1939059.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       150000 | PA      | $129361.59     | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Concordia University/Canada                                                      | CONCORDIA UNIVER               | CUSIP: 20660ECF3<br>LEI: 549300E8W5FF47NHST07 | Long             | DBT              | CORP              | CA        |      1529000 | PA      | $1310253.74    | 0.00%             | 2042-09-02      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAD4<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1520000 | PA      | $1143960.96    | 0.00%             | 2042-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     65482000 | PA      | $36739412.71   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1136516.88    | 0.00%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      5300000 | PA      | $7070928.25    | 0.01%             | 2036-06-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      2225000 | PA      | $1706184.19    | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3763200000 | PA      | $22610180.29   | 0.02%             | 2032-04-23      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4722865.53    | 0.00%             | 2031-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     51000000 | PA      | $53860438.51   | 0.05%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1806453.56    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      1545000 | PA      | $1845323.99    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     13871778 | PA      | $15590211.04   | 0.01%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                  | J SAINSBURY PLC                | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3359460.41    | 0.00%             | 2035-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $24124725.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      9600000 | PA      | $10591434.70   | 0.01%             | 2028-03-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    150000000 | PA      | $1064497.47    | 0.00%             | 2034-03-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4962200000 | PA      | $28259856.19   | 0.03%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     11865000 | PA      | $8405414.54    | 0.01%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      1934000 | PA      | $2409819.10    | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6331016.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     92480640 | PA      | $26261901.99   | 0.02%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2200000 | PA      | $1634793.48    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $967811.68     | 0.00%             | 2031-11-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1819186.30    | 0.00%             | 2031-04-23      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3472948.34    | 0.00%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     22546000 | PA      | $22978374.69   | 0.02%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5749453.07    | 0.01%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     11000000 | PA      | $12824274.93   | 0.01%             | 2031-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $940303.95     | 0.00%             | 2047-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9971292.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $11558838.17   | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2823932.41    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2195335.64    | 0.00%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |      3420000 | PA      | $4193157.25    | 0.00%             | 2030-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       650000 | PA      | $426032.69     | 0.00%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6877748.78    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10740469.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Oxford                                                             | OXFORD UNIVERSIT               | CUSIP: N/A<br>LEI: 5493009OEHU6YS545T65       | Long             | DBT              | CORP              | GB        |      3541000 | PA      | $2205359.15    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6472.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1216600000 | PA      | $7792721.27    | 0.01%             | 2027-04-30      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EDF NRG NET EPN                | CUSIP: EI0420253<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $8493904.56    | 0.01%             | 2036-11-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     29092000 | PA      | $11342756.52   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8371960.17    | 0.01%             | 2079-12-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $3644838.54    | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 570000000000 | PA      | $36306004.33   | 0.03%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      8481000 | PA      | $4815951.86    | 0.00%             | 2033-01-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $5592419.48    | 0.00%             | 2027-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $5134381.71    | 0.00%             | 2030-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     38000000 | PA      | $25890556.49   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1482122.13    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAN2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1286113.76    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      4199000 | PA      | $4882911.10    | 0.00%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $6531589.99    | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     18000000 | PA      | $22685602.71   | 0.02%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10475050000 | PA      | $57275100.61   | 0.05%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     39636000 | PA      | $19544064.03   | 0.02%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    134278000 | PA      | $32254938.26   | 0.03%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1191482.32    | 0.00%             | 2031-09-19      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     17000000 | PA      | $20740426.78   | 0.02%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    172570000 | PA      | $24964736.89   | 0.02%             | 2028-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    142000000 | PA      | $164557934.27  | 0.15%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     28463000 | PA      | $12051395.13   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     90040000 | PA      | $116320598.71  | 0.10%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      4539000 | PA      | $5062480.32    | 0.00%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     15283000 | PA      | $6518189.49    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT9465242<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1627929.73    | 0.00%             | 2038-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1024800000 | PA      | $6535182.38    | 0.01%             | 2027-11-15      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      4627000 | PA      | $5215865.89    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     22000000 | PA      | $17801121.85   | 0.02%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2894671.53    | 0.00%             | 2033-06-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1593830.27    | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      7284000 | PA      | $5045522.49    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1263993.12    | 0.00%             | 2034-09-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     42923000 | PA      | $49008310.87   | 0.04%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     16396000 | PA      | $16456043.54   | 0.01%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5798954.78    | 0.01%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AD4<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       946000 | PA      | $685446.15     | 0.00%             | 2028-06-05      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5264400000 | PA      | $33573272.90   | 0.03%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     28413000 | PA      | $32103251.88   | 0.03%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3348755.95    | 0.00%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 68217VAA5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      7904000 | PA      | $8865876.88    | 0.01%             | 2027-07-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     70000000 | PA      | $80930400.68   | 0.07%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      2516000 | PA      | $2801694.06    | 0.00%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3898000 | PA      | $5086012.58    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FQ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2550000 | PA      | $1914566.29    | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    136673656 | PA      | $136298796.96  | 0.12%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      6821000 | PA      | $7131762.34    | 0.01%             | 2036-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      3170000 | PA      | $3636105.46    | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7212320.68    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7686000 | PA      | $8589853.57    | 0.01%             | 2027-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     17605000 | PA      | $23666928.18   | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      9300000 | PA      | $10181016.58   | 0.01%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 105490770000 | PA      | $67178639.93   | 0.06%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO ASA               | CUSIP: EH7469180<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      3673000 | PA      | $5388774.48    | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ACX6<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1839589.32    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    113029000 | PA      | $118626161.12  | 0.11%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $504924.88     | 0.00%             | 2033-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      4600000 | PA      | $4397146.15    | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $8647770.89    | 0.01%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15086400000 | PA      | $74064522.73   | 0.07%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $8021711.36    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1576269.07    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCC6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1793693.87    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      1500000 | PA      | $1825102.47    | 0.00%             | 2029-08-02      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      8108000 | PA      | $8171545.99    | 0.01%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6533000 | PA      | $7575335.21    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7439319.81    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5095250000 | PA      | $32316075.12   | 0.03%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5815560.43    | 0.01%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      1634000 | PA      | $1405650.34    | 0.00%             | 2048-04-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1529000 | PA      | $1263494.72    | 0.00%             | 2037-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    130850000 | PA      | $31690701.47   | 0.03%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5983391.73    | 0.01%             | 2031-12-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11083150000 | PA      | $62170861.96   | 0.06%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                   | ALLIED PROP REIT               | CUSIP: 019456AK8<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      3950000 | PA      | $2945279.46    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA INV INC                | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2799535.34    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1747101.83    | 0.00%             | 2032-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  12000000000 | PA      | $8599818.63    | 0.01%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Power Finance Ltd                                                      | YORKSHIRE POWER                | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |      1649000 | PA      | $2302890.52    | 0.00%             | 2028-08-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                               | SAGE GROUP                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      4608000 | PA      | $5227586.46    | 0.00%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     43601000 | PA      | $57468382.68   | 0.05%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10411974.42   | 0.01%             | 2032-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     52219000 | PA      | $62724151.90   | 0.06%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     14237000 | PA      | $10215647.16   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     57000000 | PA      | $37210758.65   | 0.03%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3173785.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     84288000 | PA      | $46539486.58   | 0.04%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      6296000 | PA      | $3396768.65    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1731617.99    | 0.00%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     34456000 | PA      | $22027159.57   | 0.02%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5449039.09    | 0.00%             | 2034-09-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5742451.29    | 0.01%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: ZR7444998<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      7200000 | PA      | $7949479.16    | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1423372000 | PA      | $43815844.94   | 0.04%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      7107000 | PA      | $9029933.34    | 0.01%             | 2026-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 286121000000 | PA      | $18665052.68   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7954658.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    140000000 | PA      | $31303016.91   | 0.03%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: AT8301604<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4563803.56    | 0.00%             | 2027-02-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8384421.24    | 0.01%             | 2032-07-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5508416.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     16062000 | PA      | $18538731.20   | 0.02%             | 2028-10-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HF3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       919000 | PA      | $635657.40     | 0.00%             | 2029-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12383943.12   | 0.01%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $15064.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13183130.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $822099.24     | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2396987.66    | 0.00%             | 2031-09-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1504000 | PA      | $1323922.74    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAF8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      3888000 | PA      | $2811956.12    | 0.00%             | 2028-10-23      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     38836000 | PA      | $28631732.06   | 0.03%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1536000 | PA      | $1466822.05    | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     11397100 | PA      | $5078244.96    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2937950.58    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Saitama Prefecture                                                               | SAITAMA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3359025.05    | 0.00%             | 2029-06-22      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Crosslinx Transit Solutions GP                                                   | CROSSLINX TRANSI               | CUSIP: 22766TAA2<br>LEI: 549300N3TR1FPECQEH46 | Long             | DBT              | CORP              | CA        |      1430862 | PA      | $981592.66     | 0.00%             | 2046-09-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      3638000 | PA      | $4155568.13    | 0.00%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |     15943000 | PA      | $17399575.82   | 0.02%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5902329.62    | 0.01%             | 2029-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $178549.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 736413000000 | PA      | $45365037.93   | 0.04%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1033879.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5902099.67    | 0.01%             | 2037-06-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CY5<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      1527000 | PA      | $928226.56     | 0.00%             | 2053-01-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5708342.65    | 0.01%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      9096000 | PA      | $2460892.18    | 0.00%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      3700000 | PA      | $4818582.03    | 0.00%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      2545000 | PA      | $3732302.35    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      2214000 | PA      | $2503351.74    | 0.00%             | 2026-11-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      5000000 | PA      | $6390242.93    | 0.01%             | 2040-03-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $11790228.06   | 0.01%             | 2032-09-19      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      4080000 | PA      | $5152170.26    | 0.00%             | 2027-03-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11692418.79   | 0.01%             | 2034-02-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     13929000 | PA      | $7712931.87    | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14348000 | PA      | $16071487.91   | 0.01%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $54597241.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     57949000 | PA      | $72446175.73   | 0.06%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2645679.96    | 0.00%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      5124000 | PA      | $5474883.13    | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      5288000 | PA      | $6044126.48    | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      6690000 | PA      | $9478988.65    | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      4100000 | PA      | $2370087.10    | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     34588000 | PA      | $23591119.57   | 0.02%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       611000 | PA      | $395167.01     | 0.00%             | 2027-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $2758662.09    | 0.00%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16145297.16   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                 | FAIR HYDRO                     | CUSIP: 30324RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3609000 | PA      | $2537518.51    | 0.00%             | 2033-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7000000 | PA      | $4187270.13    | 0.00%             | 2028-06-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     91458000 | PA      | $103302486.00  | 0.09%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      8594000 | PA      | $10433022.65   | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2291017.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     49580000 | PA      | $2264697.58    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     10083000 | PA      | $10485818.62   | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2857446.87    | 0.00%             | 2028-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7874988.08    | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |      3019000 | PA      | $3254336.72    | 0.00%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $5057611.76    | 0.00%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      6316000 | PA      | $6783858.06    | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3800000 | PA      | $3528744.88    | 0.00%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2802000 | PA      | $1417614.42    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     48280000 | PA      | $36883004.37   | 0.03%             | 2034-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      4421000 | PA      | $5791531.55    | 0.01%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                               | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $725183.29     | 0.00%             | 2041-04-07      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5925440.25    | 0.01%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2358929.79    | 0.00%             | 2030-09-23      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      6011000 | PA      | $6856994.80    | 0.01%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6617763.93    | 0.01%             | 2027-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      2500000 | PA      | $3277007.37    | 0.00%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $25461448.83   | 0.02%             | 2026-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      5750000 | PA      | $4374952.82    | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FX6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      3900000 | PA      | $2831737.29    | 0.00%             | 2028-05-24      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     59701537 | PA      | $78917847.90   | 0.07%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16132.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       800000 | PA      | $787826.21     | 0.00%             | 2054-06-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3863216.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     31043193 | PA      | $22869639.36   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $12522606.91   | 0.01%             | 2043-07-24      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    232000000 | PA      | $23957765.32   | 0.02%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1415409.65    | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genfinance II PLC                                                                | GENFINANCE II                  | CUSIP: N/A<br>LEI: 2138006JJ7RJD7M6KV22       | Long             | DBT              | CORP              | GB        |      3037000 | PA      | $4085361.84    | 0.00%             | 2039-12-21      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     12100000 | PA      | $14394402.49   | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |     10900000 | PA      | $9364454.46    | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1815944.71    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1344548.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      3551000 | PA      | $2530525.06    | 0.00%             | 2027-05-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAC6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      3019000 | PA      | $3017840.51    | 0.00%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAE5<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $1670533.19    | 0.00%             | 2028-06-05      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      4458000 | PA      | $5049500.51    | 0.00%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     39935000 | PA      | $47599722.60   | 0.04%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AW4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $902860.05     | 0.00%             | 2031-01-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: EK7344915<br>LEI: 5493007HIVTX6SY6XD66 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1261703.14    | 0.00%             | 2035-05-11      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11559560.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    140572636 | PA      | $147056389.76  | 0.13%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    110000000 | PA      | $128917812.59  | 0.11%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      5640000 | PA      | $3816238.82    | 0.00%             | 2033-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     45404291 | PA      | $54587558.84   | 0.05%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      9300000 | PA      | $8768781.53    | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      4438000 | PA      | $4857405.38    | 0.00%             | 2031-05-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                                          | ITV PLC                        | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5896473.58    | 0.01%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      3500000 | PA      | $4267352.63    | 0.00%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      7466000 | PA      | $8930308.99    | 0.01%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1076241.92    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      6981000 | PA      | $7956612.06    | 0.01%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBN9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $877630.46     | 0.00%             | 2044-06-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    238590000 | PA      | $58736647.92   | 0.05%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3007450000 | PA      | $18228084.00   | 0.02%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     25000000 | PA      | $12005432.44   | 0.01%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Essity AB                                                                        | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |       778000 | PA      | $886749.31     | 0.00%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: AZ1511791<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5377092.92    | 0.00%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       983635 | PA      | $704762.27     | 0.00%             | 2052-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                   | SUMITOMO TR&BK                 | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | DBT              | CORP              | JP        |      9232000 | PA      | $10149146.19   | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      9839000 | PA      | $6557292.81    | 0.01%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2653000 | PA      | $2925382.90    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      3300000 | PA      | $4291489.58    | 0.00%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     14500000 | PA      | $14534921.03   | 0.01%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     26804000 | PA      | $27954309.26   | 0.02%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  10167150000 | PA      | $28422596.30   | 0.03%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $39596.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     17500000 | PA      | $17783587.36   | 0.02%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      2100000 | PA      | $2117428.31    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     20630000 | PA      | $13785266.49   | 0.01%             | 2029-02-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     12500000 | PA      | $15663785.34   | 0.01%             | 2034-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      3815000 | PA      | $4111148.56    | 0.00%             | 2030-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       896000 | PA      | $482983.13     | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    140421000 | PA      | $112147217.74  | 0.10%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     75000000 | PA      | $11235886.50   | 0.01%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS SWITZERLAND                | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     11000000 | PA      | $12878181.60   | 0.01%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                  | MITSUBISHI HEAVY               | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2399272.73    | 0.00%             | 2031-09-01      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      4598000 | PA      | $5487661.48    | 0.00%             | 2029-04-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      9127000 | PA      | $10432911.74   | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4194000 | PA      | $3634274.57    | 0.00%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $21268926.61   | 0.02%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2035000 | PA      | $2488617.25    | 0.00%             | 2037-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2171885.48    | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     10002000 | PA      | $10680117.44   | 0.01%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10101649.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $14057665.35   | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |     10301000 | PA      | $10308419.72   | 0.01%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     52626000 | PA      | $29772192.85   | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    276798000 | PA      | $279537597.20  | 0.25%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $8713116.24    | 0.01%             | 2032-03-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      2800000 | PA      | $3680126.12    | 0.00%             | 2034-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5929872.77    | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      4057000 | PA      | $4894720.56    | 0.00%             | 2028-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      1009000 | PA      | $715239.96     | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5603400000 | PA      | $34970440.90   | 0.03%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      5087000 | PA      | $5660866.11    | 0.01%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      5183000 | PA      | $5447430.65    | 0.00%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FD6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      2379000 | PA      | $2650594.23    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2584934.63    | 0.00%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |       150000 | PA      | $202497.84     | 0.00%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      5882000 | PA      | $6223608.71    | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     10219000 | PA      | $11355298.16   | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     13500000 | PA      | $16410811.17   | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10962600000 | PA      | $61227888.70   | 0.05%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     20209000 | PA      | $21878413.61   | 0.02%             | 2028-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |     15200000 | PA      | $9804602.74    | 0.01%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      5498000 | PA      | $6896053.10    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10923379.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     12839000 | PA      | $9222742.85    | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 960000000000 | PA      | $60457446.06   | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5860816.35    | 0.01%             | 2030-11-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1688650000 | PA      | $11671986.93   | 0.01%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      2671000 | PA      | $2826898.48    | 0.00%             | 2033-11-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  58100000000 | PA      | $41085110.69   | 0.04%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EM7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3442000 | PA      | $2336131.57    | 0.00%             | 2031-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                          | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $6168481.71    | 0.01%             | 2032-09-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     69175000 | PA      | $75969692.82   | 0.07%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $64685795.86   | 0.06%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1543693.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5207282.21    | 0.00%             | 2029-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11128950000 | PA      | $71219892.81   | 0.06%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      4904000 | PA      | $5248702.65    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     19513000 | PA      | $26163796.62   | 0.02%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8298700000 | PA      | $53399240.11   | 0.05%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9662440.44    | 0.01%             | 2030-09-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 153730000000 | PA      | $79614962.38   | 0.07%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     33855000 | PA      | $36491922.41   | 0.03%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    833200000 | PA      | $5083558.59    | 0.00%             | 2030-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     20311000 | PA      | $23518976.14   | 0.02%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       934000 | PA      | $1100195.44    | 0.00%             | 2034-02-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10832607.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5110000 | PA      | $5553549.01    | 0.00%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1199364.69    | 0.00%             | 2031-07-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     30400000 | PA      | $24229942.10   | 0.02%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                      | CAMECO CORP                    | CUSIP: 13321LAL2<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | DBT              | CORP              | CA        |      1622000 | PA      | $1155878.22    | 0.00%             | 2027-10-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14233450000 | PA      | $73131477.18   | 0.06%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | BADEN-WURTTEMBRG               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5794699.18    | 0.01%             | 2027-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $951144.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                                         | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3611391.18    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                  | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |      9098535 | PA      | $11677705.45   | 0.01%             | 2026-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10611801.75   | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $1886922.49    | 0.00%             | 2029-09-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     70174911 | PA      | $90432929.26   | 0.08%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5040590.00    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $6637745.61    | 0.01%             | 2042-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      3061000 | PA      | $2043420.63    | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2369653.72    | 0.00%             | 2038-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     16583000 | PA      | $14193201.18   | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       448000 | PA      | $501793.77     | 0.00%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: EI5261702<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |      9492000 | PA      | $461244.30     | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     96201000 | PA      | $118445691.82  | 0.11%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    627711000 | PA      | $21697281.58   | 0.02%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     59278000 | PA      | $35692137.79   | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |      3541000 | PA      | $3736239.35    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6330754.09    | 0.01%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $13364192.61   | 0.01%             | 2032-12-21      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                             | WABTEC TRANSPORT               | CUSIP: N/A<br>LEI: 213800W8WKL7DR8NFE48       | Long             | DBT              | CORP              | NL        |      2093000 | PA      | $2344291.43    | 0.00%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $10041915.89   | 0.01%             | 2034-05-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       823000 | PA      | $455419.88     | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| North Battleford Power LP                                                        | NORTH BATTLEFORD               | CUSIP: 65746TAA6<br>LEI: 549300IV08NFYQXX8081 | Long             | DBT              | CORP              | CA        |      1327772 | PA      | $983339.92     | 0.00%             | 2032-12-31      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459056HW0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      3200000 | PA      | $2299826.34    | 0.00%             | 2028-09-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11473242.38   | 0.01%             | 2030-08-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1641000 | PA      | $1432534.46    | 0.00%             | 2049-08-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     10200000 | PA      | $11580137.83   | 0.01%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      5300000 | PA      | $5507976.95    | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216BP4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      6688000 | PA      | $7593722.21    | 0.01%             | 2027-03-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       800000 | PA      | $528222.59     | 0.00%             | 2035-09-12      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10500000000 | PA      | $66431989.49   | 0.06%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7417149.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    811000000 | PA      | $28331243.50   | 0.03%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      8500000 | PA      | $10337870.78   | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     27400000 | PA      | $28358292.23   | 0.03%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      4612000 | PA      | $4776224.15    | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11556811.82   | 0.01%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12025550.79   | 0.01%             | 2028-10-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      5456000 | PA      | $3568591.86    | 0.00%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     28250000 | PA      | $24582005.98   | 0.02%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $979056.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      9144000 | PA      | $9969874.89    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BN3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1048086.16    | 0.00%             | 2027-12-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     10600000 | PA      | $12803062.25   | 0.01%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $13058742.40   | 0.01%             | 2033-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      3072000 | PA      | $4070588.77    | 0.00%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $3839019.60    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      6400000 | PA      | $6317849.43    | 0.01%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9556950000 | PA      | $53272650.71   | 0.05%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5711409.85    | 0.01%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1050854.11    | 0.00%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6138751.40    | 0.01%             | 2033-08-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    120220000 | PA      | $80032551.02   | 0.07%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3436109.07    | 0.00%             | 2079-12-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      3119000 | PA      | $3341231.35    | 0.00%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5000025.36    | 0.00%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      4019000 | PA      | $4377699.15    | 0.00%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    129524329 | PA      | $134494723.81  | 0.12%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11606314.68   | 0.01%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    150382000 | PA      | $176340032.04  | 0.16%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SKF AB                                                                           | SKF AB                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | DBT              | CORP              | SE        |      2906000 | PA      | $3088937.45    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     10981000 | PA      | $6165417.49    | 0.01%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      9600000 | PA      | $11034081.10   | 0.01%             | 2029-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REAL E               | CUSIP: 31890BAE3<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3669249.22    | 0.00%             | 2033-06-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1529000 | PA      | $1133841.45    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      5895000 | PA      | $6199498.61    | 0.01%             | 2030-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8423051.85    | 0.01%             | 2030-02-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14960050000 | PA      | $92260543.62   | 0.08%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1222000 | PA      | $645073.37     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      7150000 | PA      | $10160661.08   | 0.01%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    536000000 | PA      | $3390418.94    | 0.00%             | 2028-06-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-88543.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    230000000 | PA      | $1421099.72    | 0.00%             | 2030-01-31      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5945172.47    | 0.01%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1528791.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1809914.74    | 0.00%             | 2033-06-01      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DN7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3244000 | PA      | $2933617.13    | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     20085000 | PA      | $23296139.98   | 0.02%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    135590000 | PA      | $97080409.85   | 0.09%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       900000 | PA      | $1239767.15    | 0.00%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      7246000 | PA      | $9274837.68    | 0.01%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $993863.46     | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     73101000 | PA      | $40940512.67   | 0.04%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6581550000 | PA      | $43902709.51   | 0.04%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1058130.08    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      9000000 | PA      | $10400535.18   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      4165000 | PA      | $4784689.49    | 0.00%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     26537000 | PA      | $17682784.29   | 0.02%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $2204672.93    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $11356827.59   | 0.01%             | 2040-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $63771241.32   | 0.06%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      8556000 | PA      | $10769417.23   | 0.01%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EJ1023658<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5841984.71    | 0.01%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      9572000 | PA      | $6610476.23    | 0.01%             | 2030-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $11380864.28   | 0.01%             | 2034-09-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $892661.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5587769.69    | 0.00%             | 2027-07-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DH8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $2076343.25    | 0.00%             | 2028-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     54438000 | PA      | $52375505.81   | 0.05%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3831643.93    | 0.00%             | 2033-06-02      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                                            | PRIMARIS REAL ES               | CUSIP: 74167KAB5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $655720.79     | 0.00%             | 2027-03-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                          | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       511803 | PA      | $676708.55     | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3309104.44    | 0.00%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     11000000 | PA      | $12447612.86   | 0.01%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      4669000 | PA      | $4767739.01    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBY2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1496844.60    | 0.00%             | 2027-11-09      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     26500000 | PA      | $30726350.56   | 0.03%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2038875.75    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AV4988953<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     12750000 | PA      | $15879432.25   | 0.01%             | 2027-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14734000 | PA      | $10668622.08   | 0.01%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     30397000 | PA      | $11921919.21   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     10400000 | PA      | $10379382.59   | 0.01%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                                | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |       996000 | PA      | $1270841.85    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     79515157 | PA      | $70828958.81   | 0.06%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BH4727377<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      2314000 | PA      | $2604799.00    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1565000 | PA      | $1151270.26    | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2837458.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     11000000 | PA      | $13679516.62   | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2301643.91    | 0.00%             | 2034-10-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  39700000000 | PA      | $22677799.16   | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       946000 | PA      | $520137.45     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      2653000 | PA      | $3006384.22    | 0.00%             | 2028-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LB5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1188002.76    | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2088844.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |     13020000 | PA      | $6343677.03    | 0.01%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2349220.46    | 0.00%             | 2029-01-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5872778.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     13669000 | PA      | $14286930.45   | 0.01%             | 2029-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |     14000000 | PA      | $12387669.64   | 0.01%             | 2035-06-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      6500000 | PA      | $8324992.97    | 0.01%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3666559.08    | 0.00%             | 2033-04-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     75000000 | PA      | $39830131.08   | 0.04%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     17800000 | PA      | $19993944.18   | 0.02%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     33127000 | PA      | $21013181.06   | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAP1<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      5950000 | PA      | $4226027.22    | 0.00%             | 2031-11-18      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5954090.52    | 0.01%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                 | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |      7366000 | PA      | $8183527.29    | 0.01%             | 2029-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $669765.62     | 0.00%             | 2029-12-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $2893939.78    | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11200066.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     25000000 | PA      | $23578237.85   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAN7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $795401.52     | 0.00%             | 2053-07-27      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |      1052000 | PA      | $1538923.06    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    194500000 | PA      | $47967252.83   | 0.04%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    125426000 | PA      | $138308821.96  | 0.12%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     25000000 | PA      | $16553708.87   | 0.01%             | 2028-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2842761.29    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2588.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     11000000 | PA      | $12723023.03   | 0.01%             | 2031-11-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | MUTUELLE ASSUR                 | CUSIP: N/A<br>LEI: 969500QISBFB1NW4SX83       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1528451.67    | 0.00%             | 2052-06-21      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| El Corte Ingles SA                                                               | EL CORTE INGLES                | CUSIP: N/A<br>LEI: 95980020140005374753       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9165101.44    | 0.01%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3172591.98    | 0.00%             | 2029-03-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1523597.30    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    204398000 | PA      | $237193973.69  | 0.21%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      6314000 | PA      | $4285986.69    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2367545.75    | 0.00%             | 2033-08-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      5892000 | PA      | $6815222.80    | 0.01%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     11100000 | PA      | $12254324.97   | 0.01%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20000000000 | PA      | $127742054.38  | 0.11%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114203.46     | 0.00%             | 2028-09-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $15064.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     20000000 | PA      | $24943880.71   | 0.02%             | 2028-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                               | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |      2214000 | PA      | $2215051.66    | 0.00%             | 2031-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Inchcape PLC                                                                     | INCHCAPE PLC                   | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6813452.68    | 0.01%             | 2028-06-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Segro Capital Sarl                                                               | SEGRO CAPITAL                  | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |      7724000 | PA      | $7598732.93    | 0.01%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      8100000 | PA      | $8115360.35    | 0.01%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       923000 | PA      | $550201.51     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     23660000 | PA      | $26608256.26   | 0.02%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4415000 | PA      | $3128001.77    | 0.00%             | 2031-11-03      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7196000 | PA      | $8342212.79    | 0.01%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10767000 | PA      | $13156469.20   | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |     10500000 | PA      | $12333444.95   | 0.01%             | 2029-01-25      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5848923.44    | 0.01%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4000000000 | PA      | $25417229.25   | 0.02%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     74900000 | PA      | $12632325.02   | 0.01%             | 2037-01-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DF8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3830699.22    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 726872000000 | PA      | $44862727.79   | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $21268565.66   | 0.02%             | 2027-02-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $412410.44     | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $9124362.34    | 0.01%             | 2030-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      1196000 | PA      | $864797.33     | 0.00%             | 2027-06-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $157612.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $68716.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6094219.34    | 0.01%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9265033.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3315000 | PA      | $3929342.11    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BW6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      2906000 | PA      | $3340113.66    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     12500000 | PA      | $14905923.58   | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      3820000 | PA      | $4899604.86    | 0.00%             | 2032-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5751960.66    | 0.01%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $13070154.09   | 0.01%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     51269000 | PA      | $26426949.62   | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7584800000 | PA      | $43105115.80   | 0.04%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    159730000 | PA      | $5009527.16    | 0.00%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-181206.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1212080.05    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AM8702772<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5631566.36    | 0.01%             | 2028-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1517224.91    | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     21652000 | PA      | $25343348.97   | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      6000000 | PA      | $6561545.52    | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2821796.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      8600000 | PA      | $6316707.51    | 0.01%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      5913000 | PA      | $7094479.51    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $7145560.55    | 0.01%             | 2031-09-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      3724000 | PA      | $3280134.26    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                     | TESCO PROP FIN 6               | CUSIP: N/A<br>LEI: 213800FORYFOB97FHO66       | Long             | DBT              | CORP              | GB        |      3074489 | PA      | $3957369.24    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9563867.65    | 0.01%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5753445.27    | 0.01%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $453569.16     | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5567065.21    | 0.00%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      5938000 | PA      | $7420227.26    | 0.01%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    614800000 | PA      | $3917176.00    | 0.00%             | 2027-10-29      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      7448000 | PA      | $8193977.00    | 0.01%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6064610.65    | 0.01%             | 2032-06-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     45150000 | PA      | $56467309.75   | 0.05%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5424658.17    | 0.00%             | 2029-06-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8409259.47    | 0.01%             | 2038-09-07      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     11635000 | PA      | $12359531.10   | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |     18200000 | PA      | $20392923.72   | 0.02%             | 2029-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCA9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      2150000 | PA      | $1618887.69    | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2100742.43    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      4845000 | PA      | $6063352.99    | 0.01%             | 2031-01-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 867143000000 | PA      | $54996482.50   | 0.05%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 646998000000 | PA      | $40468954.57   | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3700000 | PA      | $2323010.83    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $9777454.74    | 0.01%             | 2038-06-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      2400000 | PA      | $2773356.54    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $1783618.84    | 0.00%             | 2049-12-28      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    300000000 | PA      | $43463061.14   | 0.04%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      5481000 | PA      | $6164288.13    | 0.01%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $4009446.20    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1815126.61    | 0.00%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       813000 | PA      | $540194.00     | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The                                                | CHUGOKU ELEC PWR               | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1804793.65    | 0.00%             | 2033-05-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     12000000 | PA      | $7959692.51    | 0.01%             | 2033-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5583681.24    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      3262000 | PA      | $3702351.54    | 0.00%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: ZP8426170<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1228467.46    | 0.00%             | 2030-03-05      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     38019000 | PA      | $27174307.61   | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     12500000 | PA      | $16356362.22   | 0.01%             | 2032-04-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |     11500000 | PA      | $13638341.52   | 0.01%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     22800000 | PA      | $143954.89     | 0.00%             | 2028-07-25      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11672000 | PA      | $12643461.66   | 0.01%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     15362000 | PA      | $15550873.59   | 0.01%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $12453923.97   | 0.01%             | 2032-03-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      2404000 | PA      | $2431134.45    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122AZ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2094000 | PA      | $2092711.60    | 0.00%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      7000000 | PA      | $8202669.08    | 0.01%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     22745000 | PA      | $15466220.53   | 0.01%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2795990.16    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3074000 | PA      | $3351985.38    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1700598.96    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6800000 | PA      | $4778188.44    | 0.00%             | 2029-12-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $8258650.29    | 0.01%             | 2032-09-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |      2800000 | PA      | $2872280.01    | 0.00%             | 2032-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1886793.51    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      5200000 | PA      | $6274289.22    | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8988.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAY6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       917000 | PA      | $553662.12     | 0.00%             | 2047-11-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      5200000 | PA      | $2737696.91    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16110000 | PA      | $11518766.58   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8530513.64    | 0.01%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: AO2641378<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $3367623.40    | 0.00%             | 2029-07-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $9184791.13    | 0.01%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      1110000 | PA      | $654019.55     | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |      4625000 | PA      | $4687934.38    | 0.00%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      7600000 | PA      | $8145960.86    | 0.01%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $5483778.62    | 0.00%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    256126000 | PA      | $296346089.00  | 0.26%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      9600000 | PA      | $12374961.20   | 0.01%             | 2029-03-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     68000000 | PA      | $45702430.40   | 0.04%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: EH4829006<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    760000000 | PA      | $5100841.76    | 0.00%             | 2028-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    375800000 | PA      | $2274144.03    | 0.00%             | 2031-06-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      4738000 | PA      | $5543119.66    | 0.00%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9776176.57    | 0.01%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    223217000 | PA      | $59493598.47   | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3510982.84    | 0.00%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     60000000 | PA      | $69687419.75   | 0.06%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBJ1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       765000 | PA      | $481166.32     | 0.00%             | 2046-11-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: AT0872560<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2498899.56    | 0.00%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $64590896.11   | 0.06%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2563881.48    | 0.00%             | 2034-07-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-197983.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: ZR5005791<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5626973.73    | 0.00%             | 2027-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9692950000 | PA      | $43327769.53   | 0.04%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $8878623.67    | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $855155.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19397347.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      1299000 | PA      | $1795568.27    | 0.00%             | 2030-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $1992475.73    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3300000 | PA      | $3380912.89    | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |      4100000 | PA      | $4435697.58    | 0.00%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2129370.79    | 0.00%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10556194.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    167648000 | PA      | $96845755.22   | 0.09%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-160022.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     18675000 | PA      | $14324640.41   | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     83384000 | PA      | $97270084.96   | 0.09%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAL9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1965085.78    | 0.00%             | 2026-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1000000000 | PA      | $31620064.95   | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      8600000 | PA      | $9358930.18    | 0.01%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7074513.06    | 0.01%             | 2031-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGU2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $6089641.83    | 0.01%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      4099000 | PA      | $4226022.95    | 0.00%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1069000 | PA      | $788282.22     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5983454.28    | 0.01%             | 2032-01-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      4961000 | PA      | $4294326.91    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-192                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    200000000 | PA      | $230260037.85  | 0.20%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      3600000 | PA      | $4298224.87    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     11107000 | PA      | $12188457.85   | 0.01%             | 2030-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8520828.16    | 0.01%             | 2034-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                    | ASSA ABLOY AB                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |      9615000 | PA      | $11574238.32   | 0.01%             | 2030-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9755000000 | PA      | $44037251.40   | 0.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1562580.00    | 0.00%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    125692000 | PA      | $144052516.35  | 0.13%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     19562000 | PA      | $23283031.68   | 0.02%             | 2030-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      9490000 | PA      | $5217154.50    | 0.00%             | 2027-09-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: ZP3535447<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      7631000 | PA      | $7977048.97    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9409342.46    | 0.01%             | 2035-09-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2911680.21    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      3019000 | PA      | $3738558.96    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2244000 | PA      | $3077918.44    | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2727076.96    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2561000 | PA      | $2384761.70    | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DH2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2515000 | PA      | $1711328.79    | 0.00%             | 2044-03-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2328858.81    | 0.00%             | 2032-06-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3838214.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     15000000 | PA      | $17600323.20   | 0.02%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1723000 | PA      | $1172381.02    | 0.00%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     91417777 | PA      | $108111563.85  | 0.10%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2188414.94    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5572445.79    | 0.00%             | 2029-08-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $9282443.99    | 0.01%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     23000000 | PA      | $14447302.81   | 0.01%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      4265000 | PA      | $4806736.70    | 0.00%             | 2028-12-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      6798000 | PA      | $7524082.43    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      6900000 | PA      | $8231722.76    | 0.01%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8146179.54    | 0.01%             | 2034-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      2600000 | PA      | $3157961.61    | 0.00%             | 2033-08-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4074450000 | PA      | $27124029.53   | 0.02%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     13000000 | PA      | $15506200.34   | 0.01%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $9903162.93    | 0.01%             | 2032-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                        | NESTE                          | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $6066841.02    | 0.01%             | 2033-03-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      9906000 | PA      | $10901322.55   | 0.01%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1588096.00    | 0.00%             | 2033-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2761098.58    | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1099690.74    | 0.00%             | 2027-11-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                            | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $11289223.82   | 0.01%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |      1500000 | PA      | $1533867.16    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     41667000 | PA      | $23038652.93   | 0.02%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZDF5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      2346000 | PA      | $1710417.41    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1895900000 | PA      | $13140272.41   | 0.01%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     16000000 | PA      | $11904198.50   | 0.01%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $19025892.54   | 0.02%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     12350000 | PA      | $14014269.00   | 0.01%             | 2034-10-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     16100000 | PA      | $12852474.29   | 0.01%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      8198000 | PA      | $11425398.77   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5452754.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     18200000 | PA      | $14353619.61   | 0.01%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jigsaw Funding PLC                                                               | JIGSAW FUNDING                 | CUSIP: N/A<br>LEI: 213800JR9H24DDKNFB02       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1064927.98    | 0.00%             | 2052-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     87308000 | PA      | $101359432.84  | 0.09%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $554220.10     | 0.00%             | 2036-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZBB3<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2750000 | PA      | $2184885.84    | 0.00%             | 2053-08-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ELM BV for Julius Baer Group Ltd                                                 | ELM BV FOR JULIU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4736333.14    | 0.00%             | 2029-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    307400000 | PA      | $2060376.67    | 0.00%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     52915000 | PA      | $37682776.54   | 0.03%             | 2027-06-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: EI1916143<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1429429.92    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                      | CKH FIN 16                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |      2000000 | PA      | $2272356.69    | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     19323000 | PA      | $22451867.32   | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10912350000 | PA      | $58891129.80   | 0.05%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9970609.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |      1713000 | PA      | $1236575.37    | 0.00%             | 2057-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     27561000 | PA      | $32410480.64   | 0.03%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RAYTHEON TECH                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      6316000 | PA      | $7062238.15    | 0.01%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    750000000 | PA      | $5027427.97    | 0.00%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     10966000 | PA      | $15434557.59   | 0.01%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2426400.37    | 0.00%             | 2054-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       946000 | PA      | $810201.27     | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      3500000 | PA      | $4124146.75    | 0.00%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MAS2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1490000 | PA      | $986529.36     | 0.00%             | 2043-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: EG9398371<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     86507000 | PA      | $114134476.02  | 0.10%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $4408306.37    | 0.00%             | 2031-07-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   6400000000 | PA      | $6908489.52    | 0.01%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2869000 | PA      | $3242327.21    | 0.00%             | 2027-02-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |      7422000 | PA      | $8543265.53    | 0.01%             | 2030-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     45000000 | PA      | $59782379.09   | 0.05%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3650453.91    | 0.00%             | 2029-01-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     84351000 | PA      | $81158000.91   | 0.07%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      2800000 | PA      | $3460872.01    | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                               | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |      2800000 | PA      | $3093382.17    | 0.00%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5033000 | PA      | $3665909.74    | 0.00%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2404409.58    | 0.00%             | 2035-02-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $7790358.50    | 0.01%             | 2028-04-06      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $8417364.32    | 0.01%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      3160000 | PA      | $1922678.70    | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |     25000000 | PA      | $28527037.14   | 0.03%             | 2032-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $11716965.40   | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5932527.20    | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     20000000 | PA      | $15923326.67   | 0.01%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 145000000000 | PA      | $100610775.22  | 0.09%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      5306000 | PA      | $5810429.80    | 0.01%             | 2028-02-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    155811851 | PA      | $172131608.90  | 0.15%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4048615.09    | 0.00%             | 2031-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAB8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      5728000 | PA      | $6333690.42    | 0.01%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GQ3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2100000 | PA      | $1512493.05    | 0.00%             | 2030-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     61623000 | PA      | $74635338.50   | 0.07%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QJ5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $6117170.88    | 0.01%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |      5300000 | PA      | $5642672.23    | 0.01%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      3541000 | PA      | $4122567.15    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      1495000 | PA      | $1046795.79    | 0.00%             | 2029-08-21      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     18300000 | PA      | $19623627.42   | 0.02%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1947000 | PA      | $2143505.01    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                        | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $7926321.62    | 0.01%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6365000 | PA      | $4572342.24    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $6151498.56    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12389674.91   | 0.01%             | 2034-11-24      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     12500000 | PA      | $14417841.12   | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $617709.95     | 0.00%             | 2029-11-29      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAX8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      8800000 | PA      | $6283743.35    | 0.01%             | 2027-11-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1147000 | PA      | $742102.02     | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2562050000 | PA      | $17222666.67   | 0.02%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1976319.66    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     20000000 | PA      | $23563984.76   | 0.02%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5834912.85    | 0.01%             | 2036-09-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     35225000 | PA      | $18094944.01   | 0.02%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     14000000 | PA      | $10159149.83   | 0.01%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6241250000 | PA      | $42056224.32   | 0.04%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      9300000 | PA      | $8492391.55    | 0.01%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: AS3449350<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8356747.79    | 0.01%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $3386108.91    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      1900000 | PA      | $1982941.23    | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |      3735000 | PA      | $1926000.66    | 0.00%             | 2036-06-30      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $625283.83     | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     48164000 | PA      | $24904332.56   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Capital Holdings PLC                                                     | OMNICOM CAPITAL                | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      2429000 | PA      | $2577594.84    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13383564.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   3100000000 | PA      | $18860694.89   | 0.02%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      3300000 | PA      | $3639303.96    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5212133.72    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5324957.99    | 0.00%             | 2032-07-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10683000 | PA      | $6884147.68    | 0.01%             | 2028-08-14      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LBBW Berlin Beteiligungs-AG                                                      | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      9000000 | PA      | $9785385.55    | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                    | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |     11000000 | PA      | $12750573.56   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      6484000 | PA      | $4897906.30    | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    100000000 | PA      | $112767143.94  | 0.10%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     11736600 | PA      | $7470715.95    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       394000 | PA      | $437972.64     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3539628.67    | 0.00%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     50000000 | PA      | $7315845.93    | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HCN Canadian Holdings-1 LP                                                       | HCN CANADA HLDGS               | CUSIP: 40416RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       917000 | PA      | $653360.23     | 0.00%             | 2027-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |     13700000 | PA      | $14508589.08   | 0.01%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      7000000 | PA      | $8674109.64    | 0.01%             | 2033-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     19196000 | PA      | $13708649.82   | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3481416.07    | 0.00%             | 2030-04-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8203292.78    | 0.01%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2391000 | PA      | $1425314.04    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    153783229 | PA      | $154752849.34  | 0.14%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $21011646.33   | 0.02%             | 2026-12-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10004000 | PA      | $7307615.47    | 0.01%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9209846.40    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5246800.53    | 0.00%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $11341031.86   | 0.01%             | 2032-03-25      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      6263000 | PA      | $6807733.43    | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-274588.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      6000000 | PA      | $6198545.82    | 0.01%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-36599.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  35500000000 | PA      | $25501119.46   | 0.02%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      4669000 | PA      | $4729429.22    | 0.00%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $16279042.17   | 0.01%             | 2032-05-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     31800000 | PA      | $23508587.87   | 0.02%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |     10000000 | PA      | $5766748.61    | 0.01%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4320216.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     13920000 | PA      | $17317626.82   | 0.02%             | 2027-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                        | THALES SA                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6172805.30    | 0.01%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4600000 | PA      | $5093658.30    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      9200000 | PA      | $9032567.44    | 0.01%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     14270000 | PA      | $12958450.73   | 0.01%             | 2042-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | BANK NEW ZEALAND               | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |     10000000 | PA      | $11543045.72   | 0.01%             | 2030-06-18      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      2159000 | PA      | $2418417.90    | 0.00%             | 2027-06-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     64441000 | PA      | $88245327.24   | 0.08%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      5900000 | PA      | $6319927.67    | 0.01%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAL5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      1871000 | PA      | $1286891.42    | 0.00%             | 2031-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     22000000 | PA      | $16229744.54   | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22833.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2762817.47    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      1613000 | PA      | $1888488.54    | 0.00%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5473323.92    | 0.00%             | 2031-03-28      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     14100000 | PA      | $15597839.16   | 0.01%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Leasys SpA                                                                       | LEASYS SPA                     | CUSIP: N/A<br>LEI: 5493009CCXH3RNCA7U43       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8285119.17    | 0.01%             | 2028-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     23407000 | PA      | $27638188.81   | 0.02%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      6390000 | PA      | $4635932.13    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      8500000 | PA      | $10240099.31   | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6037979.82    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     10549509 | PA      | $11209781.41   | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11602943.18   | 0.01%             | 2031-07-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    250000000 | PA      | $1501874.80    | 0.00%             | 2032-07-23      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6301438.74    | 0.01%             | 2031-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5668536.19    | 0.01%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1267000 | PA      | $766221.67     | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3215357.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH Funding BV                                                                   | CRH FUNDING                    | CUSIP: N/A<br>LEI: 549300XYDB6706OPOS81       | Long             | DBT              | CORP              | NL        |      9397000 | PA      | $10322287.66   | 0.01%             | 2030-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5881902.93    | 0.01%             | 2031-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBT9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      2028000 | PA      | $1241111.13    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      6900000 | PA      | $9027553.95    | 0.01%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      2205000 | PA      | $1230121.17    | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     11971000 | PA      | $12897650.50   | 0.01%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     62566000 | PA      | $70897541.79   | 0.06%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GJ2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5815855.51    | 0.01%             | 2034-04-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canton of Vaud                                                                   | CANTON OF WAADT                | CUSIP: N/A<br>LEI: 506700E81244S7B58Q98       | Long             | DBT              | NUSS              | CH        |      4540000 | PA      | $6301980.91    | 0.01%             | 2033-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1018917.52    | 0.00%             | 2031-10-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    170000000 | PA      | $210498805.19  | 0.19%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     15000000 | PA      | $17532383.13   | 0.02%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                 | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |      1398000 | PA      | $893204.91     | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     19350000 | PA      | $14094019.61   | 0.01%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $21053445.39   | 0.02%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: BK1434475<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      3758000 | PA      | $3852797.92    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1286150000 | PA      | $8816861.61    | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2564324.91    | 0.00%             | 2031-12-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |     23500000 | PA      | $19590411.38   | 0.02%             | 2029-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    660000000 | PA      | $71600598.72   | 0.06%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     54256000 | PA      | $60422808.78   | 0.05%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      5087000 | PA      | $5952935.62    | 0.01%             | 2027-03-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       900000 | PA      | $1020188.32    | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    300000000 | PA      | $30479974.74   | 0.03%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      5100000 | PA      | $6329135.81    | 0.01%             | 2026-11-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NewRiver REIT PLC                                                                | NEWRIVER REIT PL               | CUSIP: N/A<br>LEI: 2138004GX1VAUMH66L31       | Long             | DBT              | CORP              | GB        |       887000 | PA      | $1125760.05    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1500000 | PA      | $1355780.83    | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9218147.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                    | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |     19100000 | PA      | $22278837.01   | 0.02%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EJ3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       996000 | PA      | $1124782.01    | 0.00%             | 2027-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1209950000 | PA      | $7364840.27    | 0.01%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5650000000 | PA      | $36447159.76   | 0.03%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $3645856.17    | 0.00%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      6230000 | PA      | $4529381.68    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   1100000000 | PA      | $6581469.66    | 0.01%             | 2033-06-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     31007296 | PA      | $26578511.47   | 0.02%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50000000000 | PA      | $34659754.34   | 0.03%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                    | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $3159304.46    | 0.00%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BT9<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1203100.75    | 0.00%             | 2028-07-12      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     70000000 | PA      | $84650365.51   | 0.08%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      5124000 | PA      | $5732095.45    | 0.01%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      7917000 | PA      | $8459453.47    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1575000 | PA      | $1231194.85    | 0.00%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5965708.08    | 0.01%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      1376000 | PA      | $1808522.55    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611344<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |      1535000 | PA      | $1915120.35    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     18200000 | PA      | $18829974.18   | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4783000 | PA      | $5025488.19    | 0.00%             | 2030-02-28      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     29510000 | PA      | $30246057.76   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      6490000 | PA      | $4367828.07    | 0.00%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     30320000 | PA      | $21654991.27   | 0.02%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Covestro AG                                                                      | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2142862.91    | 0.00%             | 2030-06-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $11830924.68   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     20000000 | PA      | $22265526.77   | 0.02%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162ZAB8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       575000 | PA      | $470275.88     | 0.00%             | 2035-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     28800000 | PA      | $23299435.89   | 0.02%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5215461.42    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3175197.97    | 0.00%             | 2028-07-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    100000000 | PA      | $24738372.60   | 0.02%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      8427000 | PA      | $6471389.25    | 0.01%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2100000 | PA      | $1450718.57    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22833.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      4809000 | PA      | $5728659.73    | 0.01%             | 2048-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      7113000 | PA      | $6863157.97    | 0.01%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14638069.00   | 0.01%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2823793.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     16800000 | PA      | $9539755.04    | 0.01%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     50000000 | PA      | $56296863.87   | 0.05%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Finning International Inc                                                        | FINNING INTL INC               | CUSIP: 31807ZAL6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $630096.70     | 0.00%             | 2042-06-13      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $157650.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      7631000 | PA      | $8531117.70    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4432771.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAB0<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       528000 | PA      | $380109.25     | 0.00%             | 2028-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5706430.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |      3720000 | PA      | $1628969.49    | 0.00%             | 2035-09-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1529000 | PA      | $997308.09     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    800000000 | PA      | $5087267.02    | 0.00%             | 2029-05-23      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $8504931.82    | 0.01%             | 2028-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 928627000000 | PA      | $57798978.56   | 0.05%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    153006000 | PA      | $182139953.23  | 0.16%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     21900000 | PA      | $23396581.37   | 0.02%             | 2029-02-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $569057.50     | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $13122039.71   | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                            | UNIV OF TORONTO                | CUSIP: 383660AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1275000 | PA      | $855570.68     | 0.00%             | 2051-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DJ4<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1489782.18    | 0.00%             | 2029-03-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3191290.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     48386000 | PA      | $25456586.82   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5217381.85    | 0.00%             | 2033-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: N/A<br>LEI: 549300CRGMZK3K53BF92       | Long             | DBT              | CORP              | US        |      1210000 | PA      | $790307.74     | 0.00%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |   1900000000 | PA      | $12151067.74   | 0.01%             | 2030-01-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      2750000 | PA      | $2175673.19    | 0.00%             | 2029-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2910250.63    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sparebanken Vest Boligkreditt AS                                                 | SPAREBANKEN N BO               | CUSIP: N/A<br>LEI: 5967007LIEEXZX6AO004       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $11527775.41   | 0.01%             | 2031-02-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                              | BPC GENERATION                 | CUSIP: 05617NAB9<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1761272.00    | 0.00%             | 2032-09-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |     22546000 | PA      | $24674622.28   | 0.02%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1004950000 | PA      | $7017049.19    | 0.01%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     31096000 | PA      | $35282744.43   | 0.03%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     20000000 | PA      | $23186826.13   | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     23550000 | PA      | $17265720.57   | 0.02%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-422789.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $6381204.33    | 0.01%             | 2027-08-18      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4183116.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AU5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2052000 | PA      | $2336733.25    | 0.00%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      4850000 | PA      | $3216913.87    | 0.00%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5476330.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $797057.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAZ2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1053000 | PA      | $812593.54     | 0.00%             | 2040-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      3121000 | PA      | $3963688.63    | 0.00%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1851850000 | PA      | $12720100.62   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10137000 | PA      | $15632967.12   | 0.01%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     96556000 | PA      | $105795144.20  | 0.09%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     68242000 | PA      | $82468057.04   | 0.07%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     65316000 | PA      | $16572421.93   | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $38799.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: AO0406964<br>LEI: N/A                  | Long             | DBT              | NUSS              | HK        |      3000000 | PA      | $378980.09     | 0.00%             | 2027-06-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     15000000 | PA      | $17137205.12   | 0.02%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                   | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $8805960.62    | 0.01%             | 2032-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6897750000 | PA      | $41417951.88   | 0.04%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     22817000 | PA      | $16021026.79   | 0.01%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      7659000 | PA      | $9027982.49    | 0.01%             | 2027-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1001452.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                | TAG IMMO AG                    | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2272914.80    | 0.00%             | 2030-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      2539000 | PA      | $2829995.26    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $637897.87     | 0.00%             | 2027-09-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: AN6306376<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4115703.79    | 0.00%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     18000000 | PA      | $20615025.72   | 0.02%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3230085.43    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 530449000000 | PA      | $33982916.95   | 0.03%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11061699.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     24500000 | PA      | $19115865.82   | 0.02%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   6270000000 | PA      | $6456858.71    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Japan Highway Public Corp                                                        | JAPAN HIGHWAY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1394808.51    | 0.00%             | 2034-12-20      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                              | EXPERIAN EUROPE                | CUSIP: N/A<br>LEI: 635400QBLELMETXQLA08       | Long             | DBT              | CORP              | IE        |      1400000 | PA      | $1505358.00    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |     14000000 | PA      | $8064185.26    | 0.01%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      9400000 | PA      | $8891320.45    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      8500000 | PA      | $9325486.59    | 0.01%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    307500000 | PA      | $1957232.21    | 0.00%             | 2027-11-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     20375000 | PA      | $24952567.80   | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      8200000 | PA      | $9289746.72    | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                              | ASTELLAS PHARMA                | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3174175.91    | 0.00%             | 2028-08-31      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      1502000 | PA      | $1806853.86    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $16265843.18   | 0.01%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $288045.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      8400000 | PA      | $8598207.49    | 0.01%             | 2032-12-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      9954977 | PA      | $9785730.02    | 0.01%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6388658.10    | 0.01%             | 2028-07-28      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    160000000 | PA      | $23419646.30   | 0.02%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $11685482.14   | 0.01%             | 2036-08-11      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                            | LIVEWEST TREA                  | CUSIP: N/A<br>LEI: 2138003KE7A61PG6CK49       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $631179.97     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AJF4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      5250000 | PA      | $3788306.87    | 0.00%             | 2029-07-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    213666000 | PA      | $61184951.42   | 0.05%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      6777000 | PA      | $7217152.78    | 0.01%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      9135000 | PA      | $6119908.06    | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      3440000 | PA      | $3971265.30    | 0.00%             | 2027-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     70000000 | PA      | $447172.59     | 0.00%             | 2046-12-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Southern Electric Power Distribution PLC                                         | SOUTHERN ELECTR                | CUSIP: N/A<br>LEI: 549300SR1GYYNBZQGX56       | Long             | DBT              | CORP              | GB        |      2864000 | PA      | $3515718.22    | 0.00%             | 2037-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10529828.16   | 0.01%             | 2032-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     61450000 | PA      | $68957754.61   | 0.06%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      6225000 | PA      | $8250526.61    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    327000000 | PA      | $1999513.02    | 0.00%             | 2030-12-20      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11091833.94   | 0.01%             | 2079-12-31      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      1819000 | PA      | $2452742.19    | 0.00%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $13018829.41   | 0.01%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: N/A<br>LEI: 213800OE2SS4VDHBR129       | Long             | DBT              | CORP              | GB        |      1436000 | PA      | $1496358.45    | 0.00%             | 2044-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2367192.35    | 0.00%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4517923.21    | 0.00%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1602244.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: EC7912669<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      1329000 | PA      | $1772289.58    | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      9383000 | PA      | $9791668.59    | 0.01%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10500000000 | PA      | $59168654.86   | 0.05%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |     22500000 | PA      | $25011109.82   | 0.02%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     32636000 | PA      | $7323080.96    | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1671197.75    | 0.00%             | 2027-10-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2572907.92    | 0.00%             | 2029-03-07      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $4157476.72    | 0.00%             | 2030-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $11554947.98   | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      6955000 | PA      | $8852618.97    | 0.01%             | 2043-07-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $52652637.73   | 0.05%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2998950000 | PA      | $11196434.17   | 0.01%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| University of Leeds                                                              | UNIV OF LEEDS                  | CUSIP: N/A<br>LEI: 213800S82DDTUZA6T344       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1639891.78    | 0.00%             | 2050-12-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $478742.60     | 0.00%             | 2032-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                    | DREAM IND REIT                 | CUSIP: 26153WAF6<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |      2095000 | PA      | $1470595.15    | 0.00%             | 2027-06-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     44276000 | PA      | $30901822.31   | 0.03%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      1432000 | PA      | $1877551.97    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LP4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5794488.73    | 0.01%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dali Capital PLC                                                                 | DALI CAPITAL 29                | CUSIP: EG0502237<br>LEI: 549300CUYQI7648PE528 | Long             | DBT              | CORP              | IE        |       350000 | PA      | $422022.23     | 0.00%             | 2037-12-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     14638000 | PA      | $10799716.12   | 0.01%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4423885.49    | 0.00%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10229186.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      2294000 | PA      | $2642718.58    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      5087000 | PA      | $5353821.73    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     22546000 | PA      | $22927025.70   | 0.02%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4700000 | PA      | $3483713.86    | 0.00%             | 2033-02-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      1125000 | PA      | $829138.43     | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: AQ9457575<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     56730000 | PA      | $5854263.11    | 0.01%             | 2028-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      2530000 | PA      | $1682472.32    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: BH6826250<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2882347.57    | 0.00%             | 2027-04-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $4924449.55    | 0.00%             | 2035-03-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    871000000 | PA      | $5595657.58    | 0.00%             | 2027-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| EMH Treasury PLC                                                                 | EMH TREASURY PLC               | CUSIP: EK0435702<br>LEI: 213800WLIFOOG58XDG67 | Long             | DBT              | CORP              | GB        |      1545000 | PA      | $1744469.29    | 0.00%             | 2044-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    164013000 | PA      | $194130245.04  | 0.17%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $24048067.38   | 0.02%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1282800000 | PA      | $8631142.21    | 0.01%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      5000000 | PA      | $6093145.07    | 0.01%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8000237.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6482000 | PA      | $6789636.60    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $969147.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  48250000000 | PA      | $32348764.20   | 0.03%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3318708.20    | 0.00%             | 2028-02-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      6186000 | PA      | $6428791.48    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       800000 | PA      | $853552.31     | 0.00%             | 2029-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     26829000 | PA      | $29315458.63   | 0.03%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     98346395 | PA      | $130989634.91  | 0.12%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      2599000 | PA      | $3017257.98    | 0.00%             | 2033-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      8447000 | PA      | $8491532.51    | 0.01%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-227865.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      9700000 | PA      | $8374627.98    | 0.01%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                  | BMW INTL INV BV                | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     10250000 | PA      | $11769863.08   | 0.01%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $447487.96     | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     38054000 | PA      | $47285303.35   | 0.04%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2624852.52    | 0.00%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2820056.34    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2750000 | PA      | $3878061.08    | 0.00%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     22500000 | PA      | $26282681.95   | 0.02%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $2081932.71    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EN4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5032000 | PA      | $4110866.04    | 0.00%             | 2039-10-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    116030000 | PA      | $25774253.23   | 0.02%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2353537.49    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     85000000 | PA      | $19942441.02   | 0.02%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      3724000 | PA      | $4126982.56    | 0.00%             | 2079-12-31      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10690000000 | PA      | $52535346.37   | 0.05%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     23200000 | PA      | $27934950.98   | 0.02%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20649000 | PA      | $17217663.41   | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     51366000 | PA      | $59494212.45   | 0.05%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11599987.78   | 0.01%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      8321000 | PA      | $9571678.24    | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4493935.84    | 0.00%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      7902000 | PA      | $6591845.15    | 0.01%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1479863.86    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     16385000 | PA      | $12463893.27   | 0.01%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1019003.83    | 0.00%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329CD3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7216961.25    | 0.01%             | 2030-08-19      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $5067746.93    | 0.00%             | 2033-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    103466000 | PA      | $74743482.83   | 0.07%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      3603000 | PA      | $3711244.99    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      6000000 | PA      | $6550540.94    | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9400696.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5818714.89    | 0.01%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Diageo Capital BV                                                                | DIAGEO CAPITAL                 | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |      9300000 | PA      | $10040408.06   | 0.01%             | 2028-09-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2814575 | PA      | $1905486.65    | 0.00%             | 2042-03-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $16368891.82   | 0.01%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6400000 | PA      | $7361015.81    | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $6642835.32    | 0.01%             | 2028-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      7587000 | PA      | $5526490.84    | 0.00%             | 2040-12-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RL Finance Bonds NO 4 PLC                                                        | RL FINANCE NO 4                | CUSIP: N/A<br>LEI: 21380094SBEIOBDS8O41       | Long             | DBT              | CORP              | GB        |      5971000 | PA      | $6624929.72    | 0.01%             | 2049-10-07      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-745306.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |      2154000 | PA      | $2847772.50    | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     15751000 | PA      | $13485481.35   | 0.01%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |      2592000 | PA      | $2456163.84    | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    315090000 | PA      | $92293836.95   | 0.08%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                        | KOMMUNALKREDIT                 | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |     20700000 | PA      | $24014317.75   | 0.02%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6500000000 | PA      | $41149715.46   | 0.04%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5965581.29    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    120892000 | PA      | $80431122.91   | 0.07%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2818622.21    | 0.00%             | 2047-03-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      4612672 | PA      | $3874336.96    | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-771495.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9087681.17    | 0.01%             | 2027-06-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |        75000 | PA      | $88456.88      | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       904000 | PA      | $908556.05     | 0.00%             | 2037-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6066000 | PA      | $7095648.77    | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3596.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     10447000 | PA      | $9328309.56    | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     11876000 | PA      | $13276205.98   | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2083160.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      6300000 | PA      | $5077067.32    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      4250000 | PA      | $4777224.44    | 0.00%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     14558000 | PA      | $15797718.66   | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7838600000 | PA      | $51671790.78   | 0.05%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      2850000 | PA      | $3265532.22    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                     | PENARIAN HOUSING               | CUSIP: N/A<br>LEI: 213800ITDRPW2XEQ8T51       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $644111.10     | 0.00%             | 2052-06-07      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     11111000 | PA      | $12996350.35   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |   1219200000 | PA      | $7449639.53    | 0.01%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      2455000 | PA      | $2332646.16    | 0.00%             | 2033-01-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Co                                               | GE CAPITAL UK                  | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |      4579000 | PA      | $6399933.43    | 0.01%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3355295.74    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                        | SCOTLAND GAS NET               | CUSIP: EF1253238<br>LEI: 549300Y7M5CC1U5DBX07 | Long             | DBT              | CORP              | GB        |       498000 | PA      | $629722.59     | 0.00%             | 2034-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6472.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     66325000 | PA      | $21604354.62   | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6006149.39    | 0.01%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      7000000 | PA      | $5214127.34    | 0.00%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1986449.29    | 0.00%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4759781.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10158350000 | PA      | $39035597.21   | 0.03%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     18600000 | PA      | $21514314.33   | 0.02%             | 2038-08-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BF9<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       917000 | PA      | $649052.87     | 0.00%             | 2027-03-10      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3518350.53    | 0.00%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7686000 | PA      | $8696766.33    | 0.01%             | 2026-12-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $372570.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     58949000 | PA      | $77746137.58   | 0.07%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17383999.03   | 0.02%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    183635000 | PA      | $116049854.69  | 0.10%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |     21180000 | PA      | $15026884.95   | 0.01%             | 2032-05-10      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $5873590.69    | 0.01%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4035000 | PA      | $2968209.06    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3360000 | PA      | $2558434.64    | 0.00%             | 2028-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 374825AM9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2399994.44    | 0.00%             | 2032-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                          | ABANCA CORP                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |      2400000 | PA      | $2907252.80    | 0.00%             | 2028-09-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10950991.39   | 0.01%             | 2031-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |     12280000 | PA      | $7730786.65    | 0.01%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCS8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     16925000 | PA      | $11985278.46   | 0.01%             | 2032-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                              | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      5938000 | PA      | $5707775.07    | 0.01%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     78537000 | PA      | $91271482.43   | 0.08%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11830885.49   | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      6285000 | PA      | $8054853.07    | 0.01%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6765026.49    | 0.01%             | 2028-11-16      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    484810000 | PA      | $1223335.23    | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |     25000000 | PA      | $29139290.27   | 0.03%             | 2032-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18299571.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      1320000 | PA      | $1326919.62    | 0.00%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      6836000 | PA      | $7483423.57    | 0.01%             | 2029-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     98948000 | PA      | $91551035.51   | 0.08%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Manulife Finance Delaware LP                                                     | MANULIFE FIN                   | CUSIP: 56502FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1933000 | PA      | $1425403.34    | 0.00%             | 2041-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |      7800000 | PA      | $9191335.02    | 0.01%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1024340000 | PA      | $42147119.51   | 0.04%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     12000000 | PA      | $13964023.03   | 0.01%             | 2032-02-18      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11798583.62   | 0.01%             | 2035-05-09      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      2704000 | PA      | $2264584.34    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAK1<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1522000 | PA      | $1078368.17    | 0.00%             | 2042-02-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $136033.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     54677000 | PA      | $39066569.33   | 0.03%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $3083253.03    | 0.00%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19214710.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     39976000 | PA      | $46446066.89   | 0.04%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: ZR6556818<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11498538.51   | 0.01%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $1741032.75    | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10055500000 | PA      | $57737420.39   | 0.05%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1164473.94    | 0.00%             | 2026-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5745093.75    | 0.01%             | 2034-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     45000000 | PA      | $51877069.30   | 0.05%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  75000000000 | PA      | $49623848.04   | 0.04%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |       816000 | PA      | $530674.40     | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5919197.50    | 0.01%             | 2036-05-14      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     17000000 | PA      | $18050567.10   | 0.02%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5589800000 | PA      | $32169921.06   | 0.03%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      6761000 | PA      | $8668088.40    | 0.01%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3134700000 | PA      | $21594466.43   | 0.02%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1523000 | PA      | $2160704.29    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GT8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2076780.51    | 0.00%             | 2031-08-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3450012.79    | 0.00%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      3500000 | PA      | $4430202.28    | 0.00%             | 2034-09-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                             | POWER CORP                     | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1020575.57    | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2534079.34    | 0.00%             | 2041-12-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |     15000000 | PA      | $9961506.88    | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     18000000 | PA      | $13430544.94   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     90100000 | PA      | $548434.98     | 0.00%             | 2031-04-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |      9300000 | PA      | $11132253.12   | 0.01%             | 2032-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3516209.72    | 0.00%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6000000 | PA      | $3824741.04    | 0.00%             | 2033-04-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAX9<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $3085256.43    | 0.00%             | 2054-01-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1451617.91    | 0.00%             | 2040-11-26      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      2316000 | PA      | $2408706.09    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      3590000 | PA      | $2836248.80    | 0.00%             | 2041-09-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |   2000000000 | PA      | $12880572.32   | 0.01%             | 2030-07-17      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3540000 | PA      | $2241443.04    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     47246000 | PA      | $54331647.46   | 0.05%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $2378381.77    | 0.00%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      8305000 | PA      | $9026765.91    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      7521000 | PA      | $8466182.11    | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     13000000 | PA      | $14064004.63   | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6966241.99    | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     25165000 | PA      | $18227498.16   | 0.02%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2261249.36    | 0.00%             | 2030-01-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $730511.62     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1590401.30    | 0.00%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Housing Finance PLC                                                    | YORKSHIRE HOUSIN               | CUSIP: EK5496501<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |      1509000 | PA      | $1567169.16    | 0.00%             | 2044-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 316832000000 | PA      | $22304675.59   | 0.02%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    441612000 | PA      | $59816183.35   | 0.05%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      8930000 | PA      | $9830031.26    | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     99525000 | PA      | $78830202.89   | 0.07%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $3239106.67    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4232549.82    | 0.00%             | 2031-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      5200000 | PA      | $5258811.57    | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $810083.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      3500000 | PA      | $4568197.76    | 0.00%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                       | SYENSQO SA                     | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | DBT              | CORP              | BE        |      4100000 | PA      | $4739555.12    | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     10000000 | PA      | $12698071.39   | 0.01%             | 2031-10-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada/Toronto                                                     | ROYAL BK CAN TO                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     10300000 | PA      | $11709135.82   | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    222089000 | PA      | $242008650.19  | 0.22%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1878036.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro Ottawa Capital Corp                                                        | HYDRO OTTAWA CAP               | CUSIP: 448975AB8<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |      1071000 | PA      | $693861.16     | 0.00%             | 2043-05-14      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10375450000 | PA      | $40213684.95   | 0.04%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: AP0972533<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      4000000 | PA      | $4461220.93    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     30000000 | PA      | $31184724.85   | 0.03%             | 2031-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3031032.38    | 0.00%             | 2031-03-18      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      3245000 | PA      | $2347435.85    | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      8000000 | PA      | $8167211.72    | 0.01%             | 2033-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $112315.16     | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |     15724000 | PA      | $15370426.31   | 0.01%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     10900000 | PA      | $7896238.84    | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     11075000 | PA      | $8004535.90    | 0.01%             | 2028-12-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: AV6225214<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3453317.90    | 0.00%             | 2027-11-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     16892000 | PA      | $18952326.49   | 0.02%             | 2028-02-24      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14370420.61   | 0.01%             | 2026-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                      | STATNETT SF                    | CUSIP: AP4912220<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      3273000 | PA      | $3516825.42    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    120000000 | PA      | $18059912.28   | 0.02%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5332010.89    | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Basler Kantonalbank                                                              | BASLER KANTNALBK               | CUSIP: N/A<br>LEI: HV5W8PGLJ127N2SFSM23       | Long             | DBT              | CORP              | CH        |      2290000 | PA      | $2845600.24    | 0.00%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  36600000000 | PA      | $30786209.13   | 0.03%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CZ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $5337289.70    | 0.00%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5065716.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    102066000 | PA      | $9649820.49    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3604626.39    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      4251000 | PA      | $3255100.92    | 0.00%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3817195.15    | 0.00%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11584753.21   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      7300000 | PA      | $8503120.13    | 0.01%             | 2033-04-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5974388.12    | 0.01%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6188649.02    | 0.01%             | 2029-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3430966.95    | 0.00%             | 2028-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      2543000 | PA      | $3319410.61    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    375200000 | PA      | $56119832.95   | 0.05%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   4559780000 | PA      | $10133491.97   | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      8751000 | PA      | $9368645.50    | 0.01%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $11613385.03   | 0.01%             | 2031-06-10      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    248447000 | PA      | $10775731.49   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     16984000 | PA      | $20159766.38   | 0.02%             | 2028-08-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    694000000 | PA      | $31161782.60   | 0.03%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      3523000 | PA      | $2631344.35    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $78225730.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      2131000 | PA      | $1377132.91    | 0.00%             | 2026-11-27      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      9387000 | PA      | $9855840.39    | 0.01%             | 2029-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      8697000 | PA      | $7612296.44    | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      5200000 | PA      | $5067642.95    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $7097304.38    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      5000000 | PA      | $5675431.61    | 0.01%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10738194.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  15500000000 | PA      | $11266992.70   | 0.01%             | 2027-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     25300000 | PA      | $29324951.48   | 0.03%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6307447.93    | 0.01%             | 2028-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CY8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $5216840.08    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BV4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $966185.99     | 0.00%             | 2029-03-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     34416000 | PA      | $38134009.87   | 0.03%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $14930216.53   | 0.01%             | 2028-03-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    195000000 | PA      | $19534456.62   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $168725.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6183239.66    | 0.01%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $3036871.09    | 0.00%             | 2033-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6684757.41    | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     73002335 | PA      | $84467314.66   | 0.08%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11601479.31   | 0.01%             | 2035-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      7000000 | PA      | $8226938.47    | 0.01%             | 2035-04-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1170047.06    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1192061.81    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     10000000 | PA      | $13278019.57   | 0.01%             | 2028-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $1704964.46    | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5523745.13    | 0.00%             | 2028-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9784000000 | PA      | $39933798.19   | 0.04%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $163631.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    200000000 | PA      | $1291389.27    | 0.00%             | 2032-09-01      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8527369.33    | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      5800000 | PA      | $4402877.57    | 0.00%             | 2028-08-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FR2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2720000 | PA      | $2011585.79    | 0.00%             | 2040-10-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7214661.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     12757000 | PA      | $16182570.35   | 0.01%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      2686000 | PA      | $1717869.12    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5936758.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     25828000 | PA      | $31159559.45   | 0.03%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: BH9906505<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2886164.28    | 0.00%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     27700000 | PA      | $30672911.41   | 0.03%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     23300000 | PA      | $24547436.78   | 0.02%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    128000000 | PA      | $821067.96     | 0.00%             | 2027-04-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8241600.64    | 0.01%             | 2034-02-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-131766.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     70460000 | PA      | $44411974.64   | 0.04%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $64875978.20   | 0.06%             | 2027-09-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      8977000 | PA      | $10262144.75   | 0.01%             | 2079-12-31      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1022180.95    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4080000 | PA      | $2628206.75    | 0.00%             | 2028-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |      1900000 | PA      | $2249919.43    | 0.00%             | 2029-05-29      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    114000000 | PA      | $123486417.40  | 0.11%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1061190000 | PA      | $55800767.08   | 0.05%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      7631000 | PA      | $8644522.01    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      4185000 | PA      | $5195816.48    | 0.00%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |     10000000 | PA      | $5171177.71    | 0.00%             | 2030-07-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     14325000 | PA      | $9237477.73    | 0.01%             | 2028-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      4195000 | PA      | $4731551.18    | 0.00%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $202294.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $21200520.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     15000000 | PA      | $18759825.77   | 0.02%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      2709000 | PA      | $3360813.93    | 0.00%             | 2032-12-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      4575000 | PA      | $3272924.11    | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11380100000 | PA      | $42765139.78   | 0.04%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Futures Treasury PLC                                                             | FUTURES TREASURY               | CUSIP: N/A<br>LEI: 213800T6FYNSD2IGHT50       | Long             | DBT              | CORP              | GB        |      1492000 | PA      | $1434929.13    | 0.00%             | 2044-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                        | VENTAS CANADA FI               | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |      5169000 | PA      | $3874146.61    | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      2214000 | PA      | $2946368.41    | 0.00%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9454750000 | PA      | $55958021.62   | 0.05%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     29124000 | PA      | $24783803.51   | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $23106013.84   | 0.02%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17265336.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10600000 | PA      | $11461774.92   | 0.01%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      4309000 | PA      | $4932125.89    | 0.00%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2363356.33    | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     68527161 | PA      | $50416462.10   | 0.04%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $996433.59     | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $562202.70     | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |        40000 | PA      | $29904.96      | 0.00%             | 2040-03-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| easyJet FinCo BV                                                                 | EASYJET FINCO                  | CUSIP: N/A<br>LEI: 2138005GUMKABRAKJU30       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5678589.87    | 0.01%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                                          | BRITISH LAND                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | DBT              | CORP              | GB        |       887000 | PA      | $1074571.48    | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2448882.74    | 0.00%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     16292600 | PA      | $10522539.53   | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBE7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2303000 | PA      | $1755622.77    | 0.00%             | 2028-05-26      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: BH8302466<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $485614.23     | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8482000000 | PA      | $54283165.35   | 0.05%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $5806306.68    | 0.01%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANCE               | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3646073.04    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                               | FMS WERTMANAGE                 | CUSIP: N/A<br>LEI: HZFDOR6TCRSIQLKQTX32       | Long             | DBT              | CORP              | DE        |      5600000 | PA      | $5864291.50    | 0.01%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                                                   | REN FINANCE BV                 | CUSIP: N/A<br>LEI: 54930019D5P01WQQZF17       | Long             | DBT              | CORP              | NL        |      1354000 | PA      | $1536507.03    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7040350000 | PA      | $46707123.68   | 0.04%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BY3<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2140644.05    | 0.00%             | 2029-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-409116.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co Finance BV                                                      | LDC FINANCE BV                 | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2472728.02    | 0.00%             | 2028-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New Brunswick F-M Project Co Inc                                                 | NEW BRUNSWICK FM               | CUSIP: 642904AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |            1 | PA      | $0.83          | 0.00%             | 2027-11-30      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     79510474 | PA      | $90177547.02   | 0.08%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6072805.50    | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     20974000 | PA      | $30902582.07   | 0.03%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      4201000 | PA      | $3131290.81    | 0.00%             | 2040-03-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     33400000 | PA      | $22926269.14   | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EJ7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1390655.46    | 0.00%             | 2034-12-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      4335000 | PA      | $4667974.62    | 0.00%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10925000 | PA      | $8161503.51    | 0.01%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    930000000 | PA      | $32639939.79   | 0.03%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4206556.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                            | IA FINANCIAL COR               | CUSIP: 45075EAC8<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1215010.38    | 0.00%             | 2032-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     16701000 | PA      | $17496134.28   | 0.02%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                                                     | STOREBRAND LIVSF               | CUSIP: N/A<br>LEI: 5967007LIEEXZX9TZC13       | Long             | DBT              | CORP              | NO        |      2804000 | PA      | $2924108.08    | 0.00%             | 2051-09-30      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2665198.13    | 0.00%             | 2027-12-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9144.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      8800000 | PA      | $10254018.62   | 0.01%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  41000000000 | PA      | $30397879.14   | 0.03%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     10500000 | PA      | $7740023.10    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $884887.24     | 0.00%             | 2029-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     27724000 | PA      | $35469902.16   | 0.03%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      2561000 | PA      | $2690743.53    | 0.00%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3653000 | PA      | $3451882.17    | 0.00%             | 2034-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAN1<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1474345.58    | 0.00%             | 2027-06-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |   1024800000 | PA      | $6575439.58    | 0.01%             | 2027-03-19      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Catalyst Housing Ltd                                                             | CATALYST HOUSING               | CUSIP: AP7098381<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |      1509000 | PA      | $1274340.78    | 0.00%             | 2047-10-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                             | VW CREDIT CANADA               | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $825324.07     | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     79861000 | PA      | $82631316.91   | 0.07%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     30003000 | PA      | $30366982.19   | 0.03%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      9513000 | PA      | $9311521.76    | 0.01%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     26968000 | PA      | $26029404.70   | 0.02%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     21194000 | PA      | $21250040.73   | 0.02%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $21650195.41   | 0.02%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AYT Cedulas Cajas Global FTA                                                     | AYT CEDULAS CAJA               | CUSIP: N/A<br>LEI: 959800XDZEM9FGN2F384       | Long             | DBT              | CORP              | ES        |     16400000 | PA      | $19566023.47   | 0.02%             | 2027-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $5258017.18    | 0.00%             | 2032-08-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     11548000 | PA      | $15222737.38   | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |      4129000 | PA      | $4050396.00    | 0.00%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      9000000 | PA      | $10443741.23   | 0.01%             | 2031-08-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3505973.15    | 0.00%             | 2034-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3360040.67    | 0.00%             | 2033-04-28      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     12586000 | PA      | $9055532.55    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3204782.58    | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |      2490000 | PA      | $1509387.05    | 0.00%             | 2028-12-14      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6798371.58    | 0.01%             | 2034-03-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cajamar Caja Rural SCC                                                           | CAJAMAR                        | CUSIP: N/A<br>LEI: 635400CE9HHFB55PEY43       | Long             | DBT              | CORP              | ES        |      8200000 | PA      | $9699524.60    | 0.01%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       832000 | PA      | $673405.42     | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5165800000 | PA      | $29321454.22   | 0.03%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14037639.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     24853000 | PA      | $13782667.01   | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: ZR9901474<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2674490.91    | 0.00%             | 2031-10-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5436400000 | PA      | $36789322.77   | 0.03%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3139100000 | PA      | $21006123.50   | 0.02%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |        50000 | PA      | $55118.33      | 0.00%             | 2056-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     26900000 | PA      | $31176114.19   | 0.03%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      7100000 | PA      | $7648651.99    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      8000000 | PA      | $5488080.16    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: AQ8691604<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6439416.08    | 0.01%             | 2028-01-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3995583.08    | 0.00%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      8406000 | PA      | $9088311.81    | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-196247.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     22400000 | PA      | $23601808.65   | 0.02%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      2982000 | PA      | $2630924.19    | 0.00%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |     11600000 | PA      | $13702412.59   | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      3943000 | PA      | $4589759.15    | 0.00%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      5000000 | PA      | $5860332.82    | 0.01%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $5447137.38    | 0.00%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $3302101.42    | 0.00%             | 2029-02-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |      2094000 | PA      | $2403808.29    | 0.00%             | 2033-05-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     74074800 | PA      | $47667397.05   | 0.04%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1620621.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     26658000 | PA      | $30582041.77   | 0.03%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      7365000 | PA      | $4105839.29    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     23000000 | PA      | $25081613.39   | 0.02%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GD3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      3813000 | PA      | $2620837.97    | 0.00%             | 2028-06-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     40771000 | PA      | $42515955.34   | 0.04%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      4600000 | PA      | $5023742.56    | 0.00%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4420756.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5912686.18    | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     58342000 | PA      | $70158446.27   | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     10400000 | PA      | $13146571.73   | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1652000 | PA      | $1376256.23    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      2060000 | PA      | $2142658.01    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $1891801.32    | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3349643.02    | 0.00%             | 2028-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance II BV                                                            | DANFOSS FIN 2 BV               | CUSIP: N/A<br>LEI: 549300NZCU7GI52SSK89       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6017459.19    | 0.01%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     11600000 | PA      | $13111488.69   | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $38799.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     31898000 | PA      | $24427008.76   | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $1996854.52    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19366590.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10219000 | PA      | $11680245.88   | 0.01%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     41217166 | PA      | $44275152.03   | 0.04%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6858351.96    | 0.01%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    211812000 | PA      | $269100333.62  | 0.24%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12888102.01   | 0.01%             | 2028-06-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1306000 | PA      | $1488105.02    | 0.00%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4900023.17    | 0.00%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CX7<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       816000 | PA      | $532204.44     | 0.00%             | 2042-06-27      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5249085.93    | 0.00%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: BH4497385<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      6019000 | PA      | $7040666.77    | 0.01%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      2556000 | PA      | $1786843.06    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8975812.91    | 0.01%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     15000000 | PA      | $11710301.58   | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     12178178 | PA      | $14869276.19   | 0.01%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5946700000 | PA      | $34074181.97   | 0.03%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1906953.67    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAW4<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      2136000 | PA      | $1313678.30    | 0.00%             | 2047-09-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $2128753.55    | 0.00%             | 2056-05-02      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3842327.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      2099000 | PA      | $2317460.61    | 0.00%             | 2030-05-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     70000000 | PA      | $81514055.41   | 0.07%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: BH5289245<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      7683000 | PA      | $8626699.06    | 0.01%             | 2032-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Artesian Finance II PLC                                                          | ARTESIAN FIN II                | CUSIP: EC9615823<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |      1395000 | PA      | $1901051.16    | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $3689618.29    | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23318000 | PA      | $13116131.84   | 0.01%             | 2031-01-27      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      4364000 | PA      | $4439122.99    | 0.00%             | 2031-09-12      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AJM9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     41000000 | PA      | $29401500.34   | 0.03%             | 2028-08-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $138564.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      7003000 | PA      | $7779185.76    | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      2000000 | PA      | $1099126.06    | 0.00%             | 2028-02-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      9509000 | PA      | $11748154.75   | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36121.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     11100000 | PA      | $10647246.57   | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      5100000 | PA      | $5000109.92    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      4450000 | PA      | $5134209.19    | 0.00%             | 2029-10-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     19640000 | PA      | $22254142.07   | 0.02%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     50720000 | PA      | $67642260.54   | 0.06%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6938793.36    | 0.01%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11106289.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1597800000 | PA      | $9100339.31    | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    414050000 | PA      | $2822019.02    | 0.00%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      2500000 | PA      | $3413940.52    | 0.00%             | 2028-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5982915.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $32361631.30   | 0.03%             | 2026-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5858313.95    | 0.01%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 332981000000 | PA      | $20286704.24   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854HN1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      3441000 | PA      | $2884330.57    | 0.00%             | 2031-09-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |     17718000 | PA      | $15721683.56   | 0.01%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | ENERGIR INC                    | CUSIP: 29279YAA6<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |       737000 | PA      | $520919.09     | 0.00%             | 2027-04-16      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | DBT              | CORP              | CH        |      2395000 | PA      | $3000970.56    | 0.00%             | 2029-11-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8988.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      8100000 | PA      | $8571084.44    | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         1474 | NC      | $712580.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |     12054000 | PA      | $14173177.91   | 0.01%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |      3360000 | PA      | $1994256.47    | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      9200000 | PA      | $10421587.52   | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     50000000 | PA      | $60675331.91   | 0.05%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4568036.09    | 0.00%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19970.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    135000000 | PA      | $158051173.05  | 0.14%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3824000 | PA      | $3878578.76    | 0.00%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                 | SOUTHERN HOUSING               | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $662812.20     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      4600000 | PA      | $5314948.40    | 0.00%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SP-Kiinnitysluottopankki Oyj                                                     | SP KIINNITYSLUO                | CUSIP: N/A<br>LEI: 7437001BISR7R2A9KX89       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5901900.84    | 0.01%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      7000000 | PA      | $7950087.14    | 0.01%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     20400000 | PA      | $23777152.95   | 0.02%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-160022.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3701729.78    | 0.00%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $6693870.90    | 0.01%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $13815111.42   | 0.01%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11597126.90   | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      8300000 | PA      | $10818749.78   | 0.01%             | 2053-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                             | CHANNEL LINK ENT               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |      3102000 | PA      | $3797900.54    | 0.00%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAN3<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      3600000 | PA      | $2391191.59    | 0.00%             | 2030-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      6500000 | PA      | $3973315.32    | 0.00%             | 2033-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FQ0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1529000 | PA      | $1159759.17    | 0.00%             | 2048-06-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5607150000 | PA      | $24204826.94   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3199560.49    | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     10300000 | PA      | $10688899.60   | 0.01%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     25000000 | PA      | $16432377.12   | 0.01%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAR2<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2242450.75    | 0.00%             | 2029-04-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     86000000 | PA      | $9399687.52    | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      7686000 | PA      | $8580944.69    | 0.01%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CTRL Section 1 Finance PLC                                                       | CTRL SECTION 1                 | CUSIP: ED2136700<br>LEI: 213800T8KP4APS3KNZ67 | Long             | DBT              | CORP              | GB        |       450467 | PA      | $607591.46     | 0.00%             | 2035-05-02      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3276308 | PA      | $2225824.23    | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      5378000 | PA      | $6343840.73    | 0.01%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10824512.37   | 0.01%             | 2035-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    173065000 | PA      | $208480461.80  | 0.19%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |       300000 | PA      | $307956.92     | 0.00%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     10000000 | PA      | $11956581.98   | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      8000000 | PA      | $9357806.09    | 0.01%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Computershare US Inc                                                             | COMPUTERSHARE US               | CUSIP: N/A<br>LEI: 549300BXQ1PX3KGZRT72       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $1899328.03    | 0.00%             | 2027-11-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                 | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |       100000 | PA      | $127257.26     | 0.00%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDP2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      1200000 | PA      | $854183.02     | 0.00%             | 2029-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     70000000 | PA      | $10654846.49   | 0.01%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                    | DEV BANK JAPAN                 | CUSIP: ZS0207341<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $625744.60     | 0.00%             | 2059-03-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     20865000 | PA      | $24778555.35   | 0.02%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6612650000 | PA      | $30555411.82   | 0.03%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                     | FORD CRED CANADA               | CUSIP: 34527ADB3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4304958.40    | 0.00%             | 2028-01-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     10100000 | PA      | $11256249.68   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      7206000 | PA      | $5099825.77    | 0.00%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBT6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3643000 | PA      | $4091767.92    | 0.00%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAA8<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |       638395 | PA      | $457100.33     | 0.00%             | 2034-03-31      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AU1<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      3660000 | PA      | $2632175.55    | 0.00%             | 2055-12-04      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3165655.66    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    744661000 | PA      | $23231601.56   | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     12500000 | PA      | $14831579.10   | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      2500000 | PA      | $3339437.71    | 0.00%             | 2040-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116C3S4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     64600000 | PA      | $46374946.95   | 0.04%             | 2031-09-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $5845646.42    | 0.01%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      5536000 | PA      | $6112777.97    | 0.01%             | 2029-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2910000 | PA      | $1964742.71    | 0.00%             | 2035-05-28      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                       | GIVAUDAN FIN EUR               | CUSIP: BH8302235<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5758823.43    | 0.01%             | 2027-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 681919BE5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5868923.52    | 0.01%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $4538641.57    | 0.00%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   5500000000 | PA      | $14698216.32   | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     18140000 | PA      | $20216427.67   | 0.02%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $11840920.46   | 0.01%             | 2056-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13679000000 | PA      | $51413636.79   | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2150693.32    | 0.00%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3339264.33    | 0.00%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      6365000 | PA      | $6941150.45    | 0.01%             | 2028-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8134263.91    | 0.01%             | 2034-05-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5200000 | PA      | $7200251.80    | 0.01%             | 2032-08-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS                        | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2297792.51    | 0.00%             | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     45000000 | PA      | $272526.87     | 0.00%             | 2031-03-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    440000000 | PA      | $2739227.98    | 0.00%             | 2035-06-20      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $2649723.47    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP FINANCE BV                 | CUSIP: AQ0259806<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      1477000 | PA      | $1675322.60    | 0.00%             | 2027-11-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: ZR4792498<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4355644.18    | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1255346.34    | 0.00%             | 2030-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      1320000 | PA      | $849257.48     | 0.00%             | 2028-08-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     50000000 | PA      | $52314469.45   | 0.05%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    113364000 | PA      | $54673851.57   | 0.05%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5568372.32    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    700000000 | PA      | $4220126.53    | 0.00%             | 2031-05-28      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     81000000 | PA      | $12046064.39   | 0.01%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     12400000 | PA      | $11937987.57   | 0.01%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368MRF3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     18005000 | PA      | $13021387.25   | 0.01%             | 2031-06-03      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $11531350.93   | 0.01%             | 2035-11-26      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5564000 | PA      | $3471344.12    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5526050000 | PA      | $21611993.93   | 0.02%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $7241550.75    | 0.01%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $5335388.41    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                  | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2844297.15    | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     14000000 | PA      | $15622887.25   | 0.01%             | 2028-05-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |     11000000 | PA      | $12460761.14   | 0.01%             | 2034-01-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     85853000 | PA      | $99602971.99   | 0.09%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    106968000 | PA      | $113385394.47  | 0.10%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $9641283.32    | 0.01%             | 2028-04-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $2878210.04    | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      3400000 | PA      | $4148142.18    | 0.00%             | 2033-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     13000000 | PA      | $15578241.08   | 0.01%             | 2029-04-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    614850000 | PA      | $4125463.96    | 0.00%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     20500000 | PA      | $15482161.85   | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                                             | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1157028.74    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14971519.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      6087000 | PA      | $6897516.94    | 0.01%             | 2027-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |      4750000 | PA      | $5145392.22    | 0.00%             | 2028-10-23      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     73411000 | PA      | $80523574.34   | 0.07%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5929105.11    | 0.01%             | 2035-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     91874186 | PA      | $90630129.42   | 0.08%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      7400000 | PA      | $8662621.17    | 0.01%             | 2031-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2380901.51    | 0.00%             | 2029-11-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3030000 | PA      | $3405555.21    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11515789.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12553.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3908916.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $631076.05     | 0.00%             | 2034-10-31      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2239250000 | PA      | $14991170.66   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Noverco Inc                                                                      | NOVERCO INC                    | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1471942.96    | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Original Wempi Inc                                                               | ORIGINAL WEMPI                 | CUSIP: 952637AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3500000 | PA      | $2674889.38    | 0.00%             | 2027-10-04      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                             | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5298878.70    | 0.00%             | 2029-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     48028000 | PA      | $26880010.25   | 0.02%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       373000 | PA      | $90098.31      | 0.00%             | 2027-03-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     52455000 | PA      | $61705278.17   | 0.05%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $1145633.43    | 0.00%             | 2059-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10876059.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    314144000 | PA      | $84843285.07   | 0.08%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPHA Finance PLC                                                                 | BPHA FINANCE                   | CUSIP: N/A<br>LEI: 213800T2EIKFAUKDRH27       | Long             | DBT              | CORP              | GB        |       613000 | PA      | $717071.87     | 0.00%             | 2044-04-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18558.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      6600000 | PA      | $6845282.99    | 0.01%             | 2042-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-945334.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: AQ0498693<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1569489.26    | 0.00%             | 2029-11-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD ASSET               | CUSIP: 11257ZAF6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      2160000 | PA      | $1556723.57    | 0.00%             | 2027-03-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      7000000 | PA      | $8175407.87    | 0.01%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     34808000 | PA      | $30435440.74   | 0.03%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Brenntag Finance BV                                                              | BRENNTAG FINANCE               | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6343501.01    | 0.01%             | 2029-10-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      6500000 | PA      | $7346669.42    | 0.01%             | 2027-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BD6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      9600000 | PA      | $7086456.41    | 0.01%             | 2027-09-23      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      3600000 | PA      | $2619820.53    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      7891000 | PA      | $10139260.02   | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |      1183000 | PA      | $1604269.06    | 0.00%             | 2041-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     40000000 | PA      | $12463377.37   | 0.01%             | 2035-10-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F24<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2241616.13    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3171714.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                  | MITSUBISHI CORP                | CUSIP: EK3118339<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    700000000 | PA      | $4484696.19    | 0.00%             | 2032-06-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     29342492 | PA      | $34697953.55   | 0.03%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      3122000 | PA      | $4234008.64    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $14623639.58   | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      5727000 | PA      | $3213079.54    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    429761000 | PA      | $18271606.24   | 0.02%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAH1<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      9519000 | PA      | $6747971.62    | 0.01%             | 2027-10-13      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: EK0567348<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      7996000 | PA      | $10325671.98   | 0.01%             | 2034-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1092004.99    | 0.00%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113355.05     | 0.00%             | 2027-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     92515000 | PA      | $57433111.80   | 0.05%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2574000 | PA      | $2906074.74    | 0.00%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4451732.73    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4059000 | PA      | $2601222.69    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1164658.02    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1294250000 | PA      | $8540542.52    | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     19900000 | PA      | $21325906.02   | 0.02%             | 2029-05-28      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $220113.65     | 0.00%             | 2029-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     11600000 | PA      | $12248712.24   | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     19080000 | PA      | $25044088.42   | 0.02%             | 2034-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7177284.42    | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5937660.65    | 0.01%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19643248.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6082550000 | PA      | $26787769.65   | 0.02%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: N/A<br>LEI: 549300RHOCSNK1FZ4116       | Long             | DBT              | CORP              | GB        |      5414000 | PA      | $5103951.18    | 0.00%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8347228.45    | 0.01%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     11962000 | PA      | $13293097.65   | 0.01%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     75839666 | PA      | $94277032.32   | 0.08%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $23312179.13   | 0.02%             | 2029-04-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |     22607000 | PA      | $13593709.56   | 0.01%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAB2<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      3776000 | PA      | $2542742.60    | 0.00%             | 2030-12-16      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      5850000 | PA      | $4130618.87    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                               | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      5900000 | PA      | $6671723.86    | 0.01%             | 2027-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     21454000 | PA      | $24073219.13   | 0.02%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   2135351619 | NS      | $2135351618.80 | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     21522000 | PA      | $23483111.58   | 0.02%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     10700000 | PA      | $12709609.30   | 0.01%             | 2029-03-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8558954.88    | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4796462.98    | 0.00%             | 2028-04-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     20450000 | PA      | $136260.15     | 0.00%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     37313000 | PA      | $21268501.06   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8618300000 | PA      | $30371709.03   | 0.03%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1266228.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     46281767 | PA      | $53789640.23   | 0.05%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     79105000 | PA      | $95720062.60   | 0.09%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3943000 | PA      | $4518568.30    | 0.00%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2827.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                                | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |     18449000 | PA      | $18850557.93   | 0.02%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      7411000 | PA      | $6798639.99    | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1629000 | PA      | $1193761.93    | 0.00%             | 2034-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EJ8189833<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      3000000 | PA      | $3521091.31    | 0.00%             | 2031-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      7900000 | PA      | $8813986.42    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3814200000 | PA      | $16671991.70   | 0.01%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      8198000 | PA      | $10347487.60   | 0.01%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     10943000 | PA      | $12923074.45   | 0.01%             | 2030-04-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19213481.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                          | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1221523.55    | 0.00%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      5087000 | PA      | $6601133.13    | 0.01%             | 2079-12-31      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN               | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2380939.55    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KQ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5342449.45    | 0.00%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       846000 | PA      | $520844.06     | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     14000000 | PA      | $14118735.17   | 0.01%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11422514.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: EC1243194<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1550000 | PA      | $2104745.61    | 0.00%             | 2028-12-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      4700000 | PA      | $5489983.08    | 0.00%             | 2031-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| High Speed Rail Finance 1 PLC                                                    | HIGH SPEED RAIL                | CUSIP: N/A<br>LEI: 21380087GQQTIHCRLU65       | Long             | DBT              | CORP              | GB        |      3376000 | PA      | $4137518.05    | 0.00%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 PLC                                                     | TESCO PROP FIN 4               | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |      2317425 | PA      | $3094916.90    | 0.00%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    121001945 | PA      | $119295173.29  | 0.11%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      9500000 | PA      | $11692700.38   | 0.01%             | 2031-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167BM4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      1424000 | PA      | $1043331.72    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      3941000 | PA      | $3663883.98    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      2159000 | PA      | $2120031.82    | 0.00%             | 2039-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5425333.06    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      7500000 | PA      | $8519708.88    | 0.01%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $4138585.85    | 0.00%             | 2032-11-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1916000 | PA      | $1250619.39    | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     12000000 | PA      | $13407179.63   | 0.01%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4536367.00    | 0.00%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                         | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2390661.92    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4080365.99    | 0.00%             | 2031-09-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     39303000 | PA      | $42931530.28   | 0.04%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $182542.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AG7<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      2443000 | PA      | $1774854.17    | 0.00%             | 2029-10-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  35697000000 | PA      | $20370806.55   | 0.02%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: AU7731543<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      5200000 | PA      | $5318344.79    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3744000 | PA      | $4854310.10    | 0.00%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1057287.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3029945.17    | 0.00%             | 2034-03-24      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     13000000 | PA      | $15101026.78   | 0.01%             | 2033-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |      3100000 | PA      | $2977193.95    | 0.00%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      1525000 | PA      | $2005585.82    | 0.00%             | 2032-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       643000 | PA      | $631755.58     | 0.00%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8359770.21    | 0.01%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2321975.19    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BN2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1519707.68    | 0.00%             | 2030-03-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     55297000 | PA      | $61846133.39   | 0.05%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      9338000 | PA      | $9279405.95    | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      7158000 | PA      | $4948013.72    | 0.00%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      4184000 | PA      | $5260351.11    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88100BAA7<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $4122154.45    | 0.00%             | 2038-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1725000 | PA      | $2018663.73    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  60000000000 | PA      | $40616098.26   | 0.04%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      1882000 | PA      | $2223198.75    | 0.00%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5876903.89    | 0.01%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     54640432 | PA      | $54367622.21   | 0.05%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11702400000 | PA      | $59995815.11   | 0.05%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3125000 | PA      | $2243936.94    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     16900000 | PA      | $19242641.01   | 0.02%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     19716000 | PA      | $24397056.36   | 0.02%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4334000 | PA      | $3306265.24    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMP TOBACCO FIN                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      3870000 | PA      | $4987314.56    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     40630000 | PA      | $12463003.90   | 0.01%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $11972217.68   | 0.01%             | 2032-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      2812000 | PA      | $3174850.37    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    900000000 | PA      | $5736932.06    | 0.01%             | 2029-06-08      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2032387.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $5324870.81    | 0.00%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |   1100000000 | PA      | $6698432.55    | 0.01%             | 2033-09-12      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                                           | K+S AG                         | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $5754174.60    | 0.01%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAD8<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      1015000 | PA      | $852529.08     | 0.00%             | 2033-03-21      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |      6216000 | PA      | $6029324.26    | 0.01%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     40250000 | PA      | $5109346.83    | 0.00%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                             | CORDELIO AMALCO                | CUSIP: 218493AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1628661 | PA      | $1158083.35    | 0.00%             | 2034-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1796000 | PA      | $1791878.73    | 0.00%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 460000000000 | PA      | $29593592.42   | 0.03%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAY5<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1815208.74    | 0.00%             | 2041-12-02      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2299929.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2374913.03    | 0.00%             | 2030-06-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAV7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1435463.98    | 0.00%             | 2052-09-02      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      3563000 | PA      | $3756968.52    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7553194.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5648553.74    | 0.01%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     21955000 | PA      | $14503618.11   | 0.01%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |      2610000 | PA      | $1586486.87    | 0.00%             | 2029-11-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |       221000 | PA      | $277206.59     | 0.00%             | 2040-07-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     79209000 | PA      | $68127622.87   | 0.06%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1189730000 | PA      | $64216026.56   | 0.06%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2072386.87    | 0.00%             | 2032-03-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       371000 | PA      | $284140.58     | 0.00%             | 2042-06-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     38385322 | PA      | $44273939.03   | 0.04%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  98695000000 | PA      | $64548989.15   | 0.06%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5577176.24    | 0.00%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      5000000 | PA      | $5950028.59    | 0.01%             | 2030-01-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     13950000 | PA      | $10161133.06   | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CQ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      2800000 | PA      | $1691873.77    | 0.00%             | 2048-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1800000 | PA      | $1263644.92    | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAC5<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1321000 | PA      | $938307.93     | 0.00%             | 2027-07-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      4330000 | PA      | $3091261.88    | 0.00%             | 2031-01-13      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      4419000 | PA      | $5806795.74    | 0.01%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15934450000 | PA      | $80423219.50   | 0.07%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     19000000 | PA      | $22271929.97   | 0.02%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       482000 | PA      | $386980.13     | 0.00%             | 2046-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 143138000000 | PA      | $9883102.22    | 0.01%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      3300000 | PA      | $3900317.72    | 0.00%             | 2028-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     35000000 | PA      | $35377466.96   | 0.03%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4455000 | PA      | $4200869.16    | 0.00%             | 2033-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       230000 | PA      | $261773.38     | 0.00%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      7631000 | PA      | $8413213.43    | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     21472000 | PA      | $24918544.50   | 0.02%             | 2029-09-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     17228000 | PA      | $20675800.25   | 0.02%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10531000000 | PA      | $40040753.49   | 0.04%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      5179000 | PA      | $6591533.10    | 0.01%             | 2028-06-09      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Norfina Ltd                                                                      | NORFINA LTD                    | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |      7500000 | PA      | $4937349.80    | 0.00%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      5714000 | PA      | $4017178.09    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     58187000 | PA      | $51631229.07   | 0.05%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     17800000 | PA      | $22057378.64   | 0.02%             | 2079-12-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1500000 | PA      | $1624119.49    | 0.00%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    811700000 | PA      | $4955775.86    | 0.00%             | 2030-12-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5523542.53    | 0.00%             | 2035-09-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      5937000 | PA      | $3758600.18    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      1944000 | PA      | $2080937.93    | 0.00%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |     18000000 | PA      | $11959608.62   | 0.01%             | 2029-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      1326000 | PA      | $1338918.62    | 0.00%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3308400000 | PA      | $20262845.48   | 0.02%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50260000000 | PA      | $35162855.52   | 0.03%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | INVESTOR AB                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |      6500000 | PA      | $5594233.41    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1330225.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       100000 | PA      | $114533.91     | 0.00%             | 2027-05-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2350000 | PA      | $2911121.87    | 0.00%             | 2036-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      2159000 | PA      | $1340699.05    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZS7766299<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     12100000 | PA      | $13239826.73   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     16100000 | PA      | $17397763.56   | 0.02%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      7686000 | PA      | $7182350.60    | 0.01%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BVN1ANDT5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     90000000 | PA      | $600621.84     | 0.00%             | 2031-06-27      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      2630000 | PA      | $1827945.43    | 0.00%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Terega SA                                                                        | TEREGA SA                      | CUSIP: N/A<br>LEI: 969500Y0L922VYT3UI51       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2596497.56    | 0.00%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  31000000000 | PA      | $18512518.97   | 0.02%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4400000 | PA      | $2668817.62    | 0.00%             | 2029-12-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1608241.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      1985000 | PA      | $1862097.31    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $862222.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BULGARIA REP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      1545000 | PA      | $1789663.08    | 0.00%             | 2027-03-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |      4624000 | PA      | $5165935.81    | 0.00%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      9992000 | PA      | $9896458.41    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: AL0887862<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      7347000 | PA      | $8339669.75    | 0.01%             | 2026-11-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      9300000 | PA      | $3694693.06    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $311332.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      3541000 | PA      | $3964358.32    | 0.00%             | 2027-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1597240000 | PA      | $81120293.44   | 0.07%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11660799.29   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1740140.46    | 0.00%             | 2027-05-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AH7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      4121000 | PA      | $2855993.60    | 0.00%             | 2028-05-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      1500000 | PA      | $1813567.09    | 0.00%             | 2032-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $19272978.39   | 0.02%             | 2027-06-30      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     69546000 | PA      | $79094897.32   | 0.07%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $3438487.45    | 0.00%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3198293.04    | 0.00%             | 2030-11-29      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     13600000 | PA      | $15514873.84   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     64000000 | PA      | $72663981.76   | 0.06%             | 2034-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     85721000 | PA      | $28466188.43   | 0.03%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $8836751.97    | 0.01%             | 2028-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  59500000000 | PA      | $43081649.97   | 0.04%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    338247000 | PA      | $49291796.44   | 0.04%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     11700000 | PA      | $13682001.84   | 0.01%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     36418000 | PA      | $41995411.12   | 0.04%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      3200000 | PA      | $3747419.15    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $1924384.08    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2796499.06    | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      5100000 | PA      | $7332486.26    | 0.01%             | 2038-07-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $56026350.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      1868000 | PA      | $1675870.31    | 0.00%             | 2037-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8362550000 | PA      | $30591891.15   | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3053715.08    | 0.00%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    150000000 | PA      | $31464633.48   | 0.03%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9096800000 | PA      | $34673742.08   | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 604639000000 | PA      | $37668784.28   | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                         | GLOBAL SWITCH                  | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      2300000 | PA      | $2502748.86    | 0.00%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Funding PLC                                                         | METROPOLITAN FNG               | CUSIP: N/A<br>LEI: 213800LCRSEF1I4UB827       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $1008332.74    | 0.00%             | 2048-04-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: EG4262457<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5985712.90    | 0.01%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     20000000 | PA      | $23073015.77   | 0.02%             | 2032-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      6113000 | PA      | $4314991.29    | 0.00%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: AS4423412<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2612206.53    | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2464958.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    125000000 | PA      | $801166.37     | 0.00%             | 2027-07-23      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BW3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      3077000 | PA      | $4228799.80    | 0.00%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5097116.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |     12000000 | PA      | $7968295.50    | 0.01%             | 2036-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $5902443.16    | 0.01%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      2949000 | PA      | $3162325.48    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      1710000 | PA      | $2166258.64    | 0.00%             | 2063-12-19      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      3100000 | PA      | $3303094.05    | 0.00%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |      2580000 | PA      | $1427051.22    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4207013.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     79101000 | PA      | $20877401.31   | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     40000000 | PA      | $46239506.85   | 0.04%             | 2035-02-20      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     19190000 | PA      | $13051084.04   | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-155875.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3659193.69    | 0.00%             | 2033-11-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FINANCE                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5373640.74    | 0.00%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd/Fund                                                | PERSHING SQUARE                | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |      1500000 | PA      | $1680469.90    | 0.00%             | 2027-10-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     54486000 | PA      | $37507353.59   | 0.03%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17265336.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| University College London                                                        | UNIVERSITY COLLE               | CUSIP: N/A<br>LEI: 549300LJ07V1C502IZ32       | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $1456928.86    | 0.00%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $2862556.06    | 0.00%             | 2035-02-06      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      3250000 | PA      | $397362.55     | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3624803.19    | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      5200000 | PA      | $4679280.15    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     58024000 | PA      | $14938176.28   | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5225140.78    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     14064000 | PA      | $15775811.18   | 0.01%             | 2027-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     17400000 | PA      | $17132607.92   | 0.02%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4258460.89    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     50000000 | PA      | $50355742.39   | 0.04%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3420236.73    | 0.00%             | 2027-04-08      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3194694.05    | 0.00%             | 2027-12-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      4148000 | PA      | $4275610.50    | 0.00%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                              | GENWORTH MI CAN                | CUSIP: 37252BAD4<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       943000 | PA      | $672486.98     | 0.00%             | 2027-03-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     13411000 | PA      | $15249436.34   | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      5400000 | PA      | $5806521.53    | 0.01%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     24700000 | PA      | $23152361.69   | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     25000000 | PA      | $18225977.68   | 0.02%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $943852.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      6382000 | PA      | $4117098.62    | 0.00%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    100321000 | PA      | $73032665.15   | 0.06%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      6348000 | PA      | $6965908.66    | 0.01%             | 2028-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8564400000 | PA      | $53832286.16   | 0.05%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8054039.12    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $11351632.04   | 0.01%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4614000 | PA      | $6195991.09    | 0.01%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 800000000000 | PA      | $50461830.43   | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1123000 | PA      | $815187.59     | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      6900000 | PA      | $7516693.77    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EF5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2810000 | PA      | $2112088.00    | 0.00%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10601694.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Oberoesterreich AG                                          | RAIFF LB OBEROST               | CUSIP: N/A<br>LEI: I6SS27Q1Q3385V753S50       | Long             | DBT              | CORP              | AT        |      7000000 | PA      | $8269274.96    | 0.01%             | 2027-12-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIASONERA AB                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      1900000 | PA      | $1886388.49    | 0.00%             | 2035-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1370.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |      3087000 | PA      | $3409457.18    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8145149.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    198663000 | PA      | $237182485.40  | 0.21%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1376897.79    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3075546.34    | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    554802000 | PA      | $48896918.40   | 0.04%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     15370000 | PA      | $9503654.42    | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBV4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1091989.76    | 0.00%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     40000000 | PA      | $46121304.89   | 0.04%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5087000 | PA      | $5329835.19    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     11315000 | PA      | $11538795.63   | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9002000 | PA      | $6476429.23    | 0.01%             | 2028-03-16      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9808600000 | PA      | $61081501.93   | 0.05%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6901924.70    | 0.01%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3860000 | PA      | $2751820.98    | 0.00%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3571866.91    | 0.00%             | 2038-10-11      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6060316.87    | 0.01%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     38111000 | PA      | $23940262.04   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-315080.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |     13827000 | PA      | $14839665.04   | 0.01%             | 2052-09-03      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1370.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      4967000 | PA      | $5425834.01    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     53448000 | PA      | $42192108.26   | 0.04%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36121.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     38260000 | PA      | $3933581.87    | 0.00%             | 2028-05-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Shinkin Central Bank                                                             | SHINKIN CENTRAL                | CUSIP: N/A<br>LEI: 549300V8G2QIKUZN3A81       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1904387.58    | 0.00%             | 2029-06-27      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAJ8<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      2943000 | PA      | $2387119.96    | 0.00%             | 2034-02-09      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     13800000 | PA      | $10205137.27   | 0.01%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3455932.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridging North America GP                                                        | BRIDGING NA GP                 | CUSIP: 108780AB3<br>LEI: 5493009WN5XYV6UQLC09 | Long             | DBT              | CORP              | CA        |       562429 | PA      | $351870.78     | 0.00%             | 2053-08-31      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      9000000 | PA      | $9245218.12    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAL0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3805725.64    | 0.00%             | 2028-10-06      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     68115866 | PA      | $70537574.75   | 0.06%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $1670439.11    | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      1900000 | PA      | $964012.94     | 0.00%             | 2051-01-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     75715000 | PA      | $19446435.95   | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4217121.46    | 0.00%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                                          | BROADGATE FINANC               | CUSIP: N/A<br>LEI: 213800FFPA11956QDF26       | Long             | DBT              | CORP              | GB        |      2730600 | PA      | $3573272.49    | 0.00%             | 2031-10-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     14000000 | PA      | $17209832.34   | 0.02%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8495437.23    | 0.01%             | 2034-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: AR7645518<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      9245000 | PA      | $10315959.50   | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4377000 | PA      | $4999938.21    | 0.00%             | 2031-02-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4741631.18    | 0.00%             | 2027-07-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11861816.85   | 0.01%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     19300000 | PA      | $23661982.06   | 0.02%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                              | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |     10000000 | PA      | $11586053.40   | 0.01%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10638747.83   | 0.01%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2511514.71    | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $2034108.33    | 0.00%             | 2029-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5222419.87    | 0.00%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      7686000 | PA      | $8166206.01    | 0.01%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: ZS7516140<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      8900000 | PA      | $9114462.91    | 0.01%             | 2031-05-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5171688.96    | 0.00%             | 2033-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NFLAB HYDRO                    | CUSIP: 651329BE3<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |      1529000 | PA      | $940023.27     | 0.00%             | 2045-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1173733.41    | 0.00%             | 2031-06-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     10841000 | PA      | $11906344.94   | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     77512000 | PA      | $55324722.62   | 0.05%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      9600000 | PA      | $10862017.92   | 0.01%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5051416.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    130205000 | PA      | $89236513.31   | 0.08%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     28981244 | PA      | $23572549.35   | 0.02%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      5278000 | PA      | $7334053.46    | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     49000000 | PA      | $31114266.29   | 0.03%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    139189710 | PA      | $73696395.51   | 0.07%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                     | MERCIALYS                      | CUSIP: N/A<br>LEI: 969500081CGAXB7YS433       | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1591586.12    | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                   | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |     10329000 | PA      | $11692564.77   | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    160747000 | PA      | $107573478.61  | 0.10%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |     12500000 | PA      | $14713027.60   | 0.01%             | 2029-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      2175000 | PA      | $2765058.07    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $6371300.18    | 0.01%             | 2029-04-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     18100000 | PA      | $17292947.45   | 0.02%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2385817.67    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6547230.79    | 0.01%             | 2032-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1272000 | PA      | $703829.60     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    109252000 | PA      | $121131895.39  | 0.11%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                           | EDP SA                         | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      8400000 | PA      | $9589384.37    | 0.01%             | 2027-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1735410000 | PA      | $91186438.19   | 0.08%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |     14818000 | PA      | $17236935.17   | 0.02%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                 | BUPA FINANCE                   | CUSIP: BK1442528<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1388088.16    | 0.00%             | 2035-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2614424.85    | 0.00%             | 2030-02-12      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $5006895.38    | 0.00%             | 2030-04-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell Bank International DAC                                                      | DELL BANK INTERN               | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |      6500000 | PA      | $7362385.11    | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      5799000 | PA      | $3452602.75    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      2599000 | PA      | $2577386.05    | 0.00%             | 2035-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7366899.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     20600000 | PA      | $21220296.58   | 0.02%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $9648483.79    | 0.01%             | 2030-12-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8731535.99    | 0.01%             | 2028-01-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10364000 | PA      | $7545558.03    | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                              | SAGEN MI CANADA                | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1087810.74    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     13307000 | PA      | $13642277.14   | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     12810000 | PA      | $13024423.82   | 0.01%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10784604.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                                           | WHITECAP RESOURC               | CUSIP: 92340VAC1<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $3070024.46    | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 55 Ontario School Board Trust/The                                                | 55 SCHOOL BRD TR               | CUSIP: 31680PAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2623000 | PA      | $2153776.15    | 0.00%             | 2033-06-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1633000 | PA      | $1053751.48    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     42525000 | PA      | $17945851.36   | 0.02%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5901963.08    | 0.01%             | 2033-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       290000 | PA      | $186019.18     | 0.00%             | 2028-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2544700000 | PA      | $15325390.11   | 0.01%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3591022.47    | 0.00%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3843100000 | PA      | $25890444.26   | 0.02%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     50029000 | PA      | $25978675.89   | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa SA                                                                | CRITERIA CAIXA                 | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |      3100000 | PA      | $3460786.11    | 0.00%             | 2027-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1441551.03    | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $5367101.28    | 0.00%             | 2030-01-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5417016.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-316260.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      2900000 | PA      | $3459107.21    | 0.00%             | 2028-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13496.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |     16000000 | PA      | $19695764.93   | 0.02%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      4429000 | PA      | $4375191.87    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1020221.80    | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2910869.61    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $451629.55     | 0.00%             | 2027-01-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3358000 | PA      | $3238919.90    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: EI5901232<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      2000000 | PA      | $2782156.81    | 0.00%             | 2041-03-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      6200000 | PA      | $6955401.27    | 0.01%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BP2<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      4692000 | PA      | $4681512.89    | 0.00%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10648559.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    134365000 | PA      | $35225973.23   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     16900000 | PA      | $12221191.23   | 0.01%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     32210000 | PA      | $43366549.71   | 0.04%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      4700000 | PA      | $5716093.58    | 0.01%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      4500000 | PA      | $3241120.07    | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                                                          | HYPO VORARLBERG                | CUSIP: N/A<br>LEI: NS54DT27LJMDYN1YFP35       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $5836849.30    | 0.01%             | 2027-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |     12300000 | PA      | $14369634.08   | 0.01%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2331237.51    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5495565.76    | 0.00%             | 2028-02-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1431173 | PA      | $982182.95     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1805000 | PA      | $1297737.41    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14834450000 | PA      | $44509144.78   | 0.04%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $735261.63     | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3715000 | PA      | $3992145.75    | 0.00%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      2604000 | PA      | $1924456.35    | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      6403000 | PA      | $5534830.32    | 0.00%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      9098000 | PA      | $10077853.98   | 0.01%             | 2030-05-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     50592000 | PA      | $31320889.64   | 0.03%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1828500.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     96000000 | PA      | $59320737.71   | 0.05%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    158000000 | PA      | $186003173.71  | 0.17%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAL1<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      1289000 | PA      | $895589.90     | 0.00%             | 2029-07-09      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     33348000 | PA      | $28208643.48   | 0.03%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4475862.61    | 0.00%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7500000 | PA      | $10517957.62   | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     71000000 | PA      | $87024622.56   | 0.08%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     31000000 | PA      | $31190459.52   | 0.03%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      3730000 | PA      | $2182597.57    | 0.00%             | 2030-12-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    820000000 | PA      | $5144887.30    | 0.00%             | 2029-02-22      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5279916.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1800199.28    | 0.00%             | 2037-09-13      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Kiwibank Ltd                                                                     | KIWIBANK LTD                   | CUSIP: N/A<br>LEI: 549300Z5CJRTI3CSS791       | Long             | DBT              | CORP              | NZ        |      2000000 | PA      | $1233328.87    | 0.00%             | 2028-10-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      1590000 | PA      | $1761411.13    | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| University of Technology Sydney                                                  | UNI OF TECH/SYD                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       220000 | PA      | $142894.30     | 0.00%             | 2027-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       800000 | PA      | $518978.17     | 0.00%             | 2028-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      7631000 | PA      | $7691663.38    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      3500000 | PA      | $2564094.68    | 0.00%             | 2030-10-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     12000000 | PA      | $16658571.30   | 0.01%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      5000000 | PA      | $6002758.29    | 0.01%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cardiff University                                                               | CARDIFF UNI                    | CUSIP: N/A<br>LEI: 549300OORZW54UVPSL54       | Long             | DBT              | CORP              | GB        |      1996000 | PA      | $1589477.40    | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                           | CANADIAN UTILITI               | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      1950000 | PA      | $1401308.33    | 0.00%             | 2055-12-22      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8194474.66    | 0.01%             | 2036-11-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9206700000 | PA      | $58163164.46   | 0.05%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $10767928.90   | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    237000000 | PA      | $282014062.79  | 0.25%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1503450.29    | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nerval SAS                                                                       | NERVAL SAS                     | CUSIP: N/A<br>LEI: 969500J6JIKQCN6GP325       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4203701.87    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     17355000 | PA      | $13514405.64   | 0.01%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     62986000 | PA      | $74045906.76   | 0.07%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      9453000 | PA      | $10590907.52   | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     88169200 | PA      | $48784577.46   | 0.04%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1401810.95    | 0.00%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: BH2956143<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     62000000 | PA      | $69063119.06   | 0.06%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     30000000 | PA      | $34311801.06   | 0.03%             | 2031-10-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     30104000 | PA      | $19352365.45   | 0.02%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     68285000 | PA      | $80751247.42   | 0.07%             | 2028-10-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4848503.98    | 0.00%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     40000000 | PA      | $47123165.27   | 0.04%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     12731000 | PA      | $13078730.16   | 0.01%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: AX5181448<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $3825311.79    | 0.00%             | 2049-03-19      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6067370.06    | 0.01%             | 2034-04-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     13700000 | PA      | $15794187.70   | 0.01%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     34441000 | PA      | $37856207.49   | 0.03%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Danfoss Finance II BV                                                            | DANFOSS FIN 2 BV               | CUSIP: N/A<br>LEI: 549300NZCU7GI52SSK89       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5119474.48    | 0.00%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      9545000 | PA      | $11198041.83   | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $9711187.14    | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     65000000 | PA      | $12633699.85   | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd Co                                          | KERRY GROUP FIN                | CUSIP: N/A<br>LEI: 635400SE9OHFJ8SLDG45       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5780334.29    | 0.01%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $7695857.05    | 0.01%             | 2029-03-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8444650000 | PA      | $56329327.94   | 0.05%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      4875000 | PA      | $5499028.39    | 0.00%             | 2028-01-14      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      4300000 | PA      | $4635021.59    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    168410000 | PA      | $10390267.25   | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      9861000 | PA      | $11342631.26   | 0.01%             | 2027-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20608000 | PA      | $16278229.15   | 0.01%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6039455.21    | 0.01%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAH1<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1838554.45    | 0.00%             | 2027-12-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |      2800000 | PA      | $3025802.58    | 0.00%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 110000000000 | PA      | $77034048.08   | 0.07%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    717350000 | PA      | $4782088.03    | 0.00%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11984665.14   | 0.01%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $12010797.65   | 0.01%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: AX3104962<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     17685000 | PA      | $21984611.92   | 0.02%             | 2029-04-09      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3374709.36    | 0.00%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      3175000 | PA      | $4042029.19    | 0.00%             | 2027-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $17431978.09   | 0.02%             | 2031-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3750797.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     29650000 | PA      | $8604180.09    | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3180590.81    | 0.00%             | 2028-05-25      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1146287.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2366534.19    | 0.00%             | 2028-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3073190.63    | 0.00%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-794241.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     16500000 | PA      | $18250706.06   | 0.02%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      2700000 | PA      | $1970234.21    | 0.00%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11152699.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      9400000 | PA      | $11196045.70   | 0.01%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2230589.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8099649.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1950000 | PA      | $1229830.68    | 0.00%             | 2043-02-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $23785961.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      1760000 | PA      | $2427249.68    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                                     | SK HYNIX INC                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   4940000000 | PA      | $3557143.95    | 0.00%             | 2028-02-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     83000000 | PA      | $11506233.50   | 0.01%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      2800000 | PA      | $2933336.02    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $6516778.57    | 0.01%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     58908623 | PA      | $28940384.02   | 0.03%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      3862000 | PA      | $4472004.01    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |      1010000 | PA      | $641540.99     | 0.00%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6661000 | PA      | $7507734.11    | 0.01%             | 2027-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5188516.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    650400000 | PA      | $4157289.61    | 0.00%             | 2027-06-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3705933.96    | 0.00%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     13000000 | PA      | $17624509.17   | 0.02%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     23000000 | PA      | $26170126.54   | 0.02%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      1067000 | PA      | $801992.74     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     68941000 | PA      | $53494289.16   | 0.05%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     15233000 | PA      | $17225042.13   | 0.02%             | 2026-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2242950000 | PA      | $15619449.13   | 0.01%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      2615000 | PA      | $1783390.66    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     23000000 | PA      | $25978539.85   | 0.02%             | 2027-03-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6011116.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |     12400000 | PA      | $14080481.67   | 0.01%             | 2027-04-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 472741000000 | PA      | $32837465.41   | 0.03%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6012000 | PA      | $7305741.51    | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  15000000000 | PA      | $10420967.19   | 0.01%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAU5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      3250000 | PA      | $2354106.24    | 0.00%             | 2030-10-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                             | CRELAN HOME LOAN               | CUSIP: N/A<br>LEI: CVRWQDHDBEPUUVU2FD09       | Long             | DBT              | CORP              | FR        |      7900000 | PA      | $8055913.65    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $6156880.28    | 0.01%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       100000 | PA      | $112975.22     | 0.00%             | 2027-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      2500000 | PA      | $2911824.58    | 0.00%             | 2029-05-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Switch Holdings Ltd                                                       | SWITCH HOLDINGS                | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |       400000 | PA      | $457059.13     | 0.00%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1648000 | PA      | $1032569.43    | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      7012000 | PA      | $6959705.39    | 0.01%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      5831000 | PA      | $6281985.98    | 0.01%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      2980000 | PA      | $1860958.14    | 0.00%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: BVN110671<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      1657000 | PA      | $2119067.44    | 0.00%             | 2040-07-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $8315619.10    | 0.01%             | 2032-09-16      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      8921000 | PA      | $10119385.27   | 0.01%             | 2027-04-05      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2560250.47    | 0.00%             | 2027-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10570000 | PA      | $8414322.15    | 0.01%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3980000 | PA      | $2949990.02    | 0.00%             | 2035-10-17      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      7500000 | PA      | $8926903.26    | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AN8<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     13810000 | PA      | $15737473.06   | 0.01%             | 2026-11-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9898000000 | PA      | $61537287.34   | 0.05%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     14941000 | PA      | $15153970.98   | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bausparkasse Schwaebisch Hall AG                                                 | BAUSPARK SCHWAEB               | CUSIP: N/A<br>LEI: 529900JZXXU699FCKK89       | Long             | DBT              | CORP              | DE        |     20200000 | PA      | $21673228.18   | 0.02%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $15089625.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      2543000 | PA      | $2916507.36    | 0.00%             | 2026-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7300813.08    | 0.01%             | 2032-09-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     13500000 | PA      | $9699780.08    | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      2300000 | PA      | $2428521.65    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    253320000 | PA      | $9088943.52    | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      3465000 | PA      | $4015072.34    | 0.00%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1096000 | PA      | $778810.47     | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |      9100000 | PA      | $10751606.69   | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      3599000 | PA      | $3639114.90    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5555007.36    | 0.00%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     18400000 | PA      | $20693583.29   | 0.02%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      2872000 | PA      | $3515795.41    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      2995000 | PA      | $3246248.78    | 0.00%             | 2029-01-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  19615000000 | PA      | $21334606.29   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6021751.08    | 0.01%             | 2035-01-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     30000000 | PA      | $198043.39     | 0.00%             | 2027-04-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     22000000 | PA      | $14502930.02   | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AU4570282<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1238035.10    | 0.00%             | 2033-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     38000000 | PA      | $44691104.77   | 0.04%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1403000 | PA      | $1008575.59    | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      5100000 | PA      | $6382742.37    | 0.01%             | 2033-02-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4258493.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     15372000 | PA      | $15885961.60   | 0.01%             | 2033-04-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     15200000 | PA      | $14681296.32   | 0.01%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |     14748000 | PA      | $16644931.30   | 0.01%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2561000 | PA      | $2048723.24    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                      | BARRY CALLE SVCS               | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      7000000 | PA      | $8301930.80    | 0.01%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      4418000 | PA      | $3153223.19    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3613000 | PA      | $2558726.58    | 0.00%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16014.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       154000 | PA      | $110946.33     | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5965416.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      5335000 | PA      | $7521653.25    | 0.01%             | 2034-10-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EC3941787<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      5124000 | PA      | $7100146.32    | 0.01%             | 2032-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     84000000 | PA      | $11704470.77   | 0.01%             | 2035-04-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     40129000 | PA      | $32526934.63   | 0.03%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     38000000 | PA      | $21838864.13   | 0.02%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     15373000 | PA      | $17976463.59   | 0.02%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2433026.67    | 0.00%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     23100000 | PA      | $22983017.72   | 0.02%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Trillium M Project Co General Partnership                                        | TRILLIUM M PROJ                | CUSIP: 89624QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1122069.62    | 0.00%             | 2062-10-31      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     37424000 | PA      | $9643003.12    | 0.01%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: ZS8442759<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1876295.89    | 0.00%             | 2029-06-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: EH6872624<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $861889.81     | 0.00%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    312503000 | PA      | $414782807.40  | 0.37%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10200000 | PA      | $8193837.34    | 0.01%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $605472.60     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA               | CUSIP: 375916AA1<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      5200000 | PA      | $3822898.15    | 0.00%             | 2029-11-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     26264000 | PA      | $29431966.37   | 0.03%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2040000 | PA      | $1205492.88    | 0.00%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2443587.05    | 0.00%             | 2033-11-02      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    210430000 | PA      | $9580258.24    | 0.01%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      4450000 | PA      | $5275933.08    | 0.00%             | 2043-03-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $19956509.32   | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    250000000 | PA      | $1494497.27    | 0.00%             | 2032-08-25      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $538874.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3207319.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1547000 | PA      | $1804378.74    | 0.00%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $23119675.04   | 0.02%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    299903000 | PA      | $80490789.95   | 0.07%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     68876924 | PA      | $79652718.71   | 0.07%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |      2543000 | PA      | $2311220.62    | 0.00%             | 2039-06-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |      7059000 | PA      | $8524834.06    | 0.01%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3502000 | PA      | $2305224.86    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      1310000 | PA      | $862721.54     | 0.00%             | 2032-04-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12106834.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10862898.73   | 0.01%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2545886.87    | 0.00%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13151561.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36121.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $2659560.93    | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      6181000 | PA      | $4387059.23    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      9466000 | PA      | $10938940.48   | 0.01%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     16511000 | PA      | $18397773.51   | 0.02%             | 2028-08-24      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     93000000 | PA      | $2890872.57    | 0.00%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3419885.06    | 0.00%             | 2026-11-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1092558.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    110050000 | PA      | $82080673.43   | 0.07%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     23000000 | PA      | $25945183.77   | 0.02%             | 2027-02-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2200864.71    | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAF5<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |      1050000 | PA      | $768722.78     | 0.00%             | 2031-02-12      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     10248000 | PA      | $11490069.42   | 0.01%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT               | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |      2800000 | PA      | $3014935.21    | 0.00%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4500000 | PA      | $3046883.57    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      4235000 | PA      | $3119770.21    | 0.00%             | 2033-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     86146000 | PA      | $91956048.57   | 0.08%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2731390.97    | 0.00%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      5635000 | PA      | $5771062.40    | 0.01%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4586489.56    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087VW1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2603000 | PA      | $2016034.68    | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                           | REALKREDIT DNMRK               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |    250000000 | PA      | $37198157.11   | 0.03%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      6500000 | PA      | $3929458.91    | 0.00%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                    | CUSIP: N/A<br>LEI: QXZYQNMR4JZ5RIRN4T31       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $9627744.75    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      1459000 | PA      | $999965.45     | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: EJ8924148<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      3400000 | PA      | $3979657.27    | 0.00%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                 | ELIA SYSTEM OP                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |      1200000 | PA      | $1344948.14    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    250000000 | PA      | $22944459.36   | 0.02%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      8307000 | PA      | $4579617.16    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      7381000 | PA      | $4046321.97    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  75000000000 | PA      | $52261231.80   | 0.05%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      9086000 | PA      | $5862327.84    | 0.01%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     43800000 | PA      | $49435305.90   | 0.04%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10500000 | PA      | $13102338.67   | 0.01%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1525000 | PA      | $1153169.98    | 0.00%             | 2041-06-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      4548000 | PA      | $4947566.58    | 0.00%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      4991000 | PA      | $2221835.34    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      9287000 | PA      | $8932336.38    | 0.01%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6089595.09    | 0.01%             | 2035-01-31      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     13002000 | PA      | $10783559.65   | 0.01%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     22629000 | PA      | $26929753.13   | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     19310000 | PA      | $13458002.31   | 0.01%             | 2029-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     11826000 | PA      | $8446665.37    | 0.01%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                        | EMERA INC                      | CUSIP: 290876AE1<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1270326.35    | 0.00%             | 2030-05-02      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     54285000 | PA      | $54330220.50   | 0.05%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    158000000 | PA      | $27302139.68   | 0.02%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     14100000 | PA      | $16167573.97   | 0.01%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $19163531.49   | 0.02%             | 2030-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHU3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $7302880.47    | 0.01%             | 2026-12-07      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       558000 | PA      | $624315.00     | 0.00%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | GAZ METRO INC                  | CUSIP: 368271BB7<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |      1085000 | PA      | $654574.53     | 0.00%             | 2047-05-16      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-681162.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAC8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1051787.82    | 0.00%             | 2035-02-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10831014.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2544579.07    | 0.00%             | 2028-08-31      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AX4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5524194.12    | 0.00%             | 2028-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5745555.96    | 0.01%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1591200.39    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      4600000 | PA      | $4755303.80    | 0.00%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       613000 | PA      | $665730.03     | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: EK0407552<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      2600000 | PA      | $3088541.64    | 0.00%             | 2029-01-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      6148000 | PA      | $6370525.08    | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     65000000 | PA      | $46427981.53   | 0.04%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      7686000 | PA      | $8644404.51    | 0.01%             | 2027-05-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: ED8391200<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       484000 | PA      | $644916.46     | 0.00%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       509000 | PA      | $402226.57     | 0.00%             | 2036-05-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       800000 | PA      | $550312.59     | 0.00%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR               | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |       900000 | PA      | $932789.25     | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CD2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2094000 | PA      | $1819097.66    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                          | TOROMONT INDS                  | CUSIP: 891102AE5<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |      1119000 | PA      | $809117.38     | 0.00%             | 2027-10-27      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1971000 | PA      | $2230101.88    | 0.00%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $6657241.04    | 0.01%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4335000 | PA      | $5336928.25    | 0.00%             | 2028-06-09      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10875149.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     16275000 | PA      | $20164016.17   | 0.02%             | 2027-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1282380.83    | 0.00%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BK6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      5791000 | PA      | $4162530.58    | 0.00%             | 2027-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2373633.82    | 0.00%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $601717.86     | 0.00%             | 2033-06-28      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      1520000 | PA      | $1770193.80    | 0.00%             | 2046-07-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $6051521.73    | 0.01%             | 2030-05-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    968740000 | PA      | $52850024.32   | 0.05%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2632650000 | PA      | $15267015.97   | 0.01%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     58760000 | PA      | $33823181.19   | 0.03%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      6019000 | PA      | $4254280.10    | 0.00%             | 2033-11-21      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     60000000 | PA      | $73528386.31   | 0.07%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $4689400.92    | 0.00%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5432384.49    | 0.00%             | 2027-07-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8550836.48    | 0.01%             | 2034-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |     10500000 | PA      | $11053110.02   | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      2763000 | PA      | $2251396.62    | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 549847000000 | PA      | $36479663.69   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |     20402000 | PA      | $22961025.13   | 0.02%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1582773.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2767000 | PA      | $1045072.05    | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     26856000 | PA      | $35162689.80   | 0.03%             | 2029-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2120476.56    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086VV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6400000 | PA      | $4679407.76    | 0.00%             | 2026-11-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     11470000 | PA      | $11938795.79   | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    260770000 | PA      | $272155719.69  | 0.24%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Beyond Housing Ltd                                                               | BEYOND HOUSING                 | CUSIP: N/A<br>LEI: 213800UATCLLVNUS9C51       | Long             | DBT              | CORP              | GB        |      3807000 | PA      | $2519262.46    | 0.00%             | 2051-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     13217000 | PA      | $14612071.24   | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $12008440.76   | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     16014948 | PA      | $2225894.73    | 0.00%             | 2047-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5210585.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8075534.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       383000 | PA      | $381760.80     | 0.00%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      7854000 | PA      | $8500821.62    | 0.01%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     27500000 | PA      | $31647933.41   | 0.03%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      7300000 | PA      | $8665658.36    | 0.01%             | 2034-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7129910.12    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     24290000 | PA      | $17408963.65   | 0.02%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      3696000 | PA      | $4233847.87    | 0.00%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1601686.44    | 0.00%             | 2027-04-04      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      8000000 | PA      | $9381585.72    | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 145500000000 | PA      | $107212386.03  | 0.10%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     11700000 | PA      | $11574318.52   | 0.01%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      8886000 | PA      | $8962199.72    | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: AP5375799<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      6537000 | PA      | $7378129.23    | 0.01%             | 2027-10-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      7448000 | PA      | $4131154.50    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     13800000 | PA      | $14902314.22   | 0.01%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    359000000 | PA      | $2291048.03    | 0.00%             | 2027-12-20      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     15830824 | PA      | $12180729.03   | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     13000000 | PA      | $14763361.17   | 0.01%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      8800000 | PA      | $9313766.28    | 0.01%             | 2031-07-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6967350000 | PA      | $36535380.07   | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      5124000 | PA      | $5988988.25    | 0.01%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAQ8<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1961000 | PA      | $1036987.51    | 0.00%             | 2050-05-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     28036800 | PA      | $38316261.42   | 0.03%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7152105.32    | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       398000 | PA      | $504751.94     | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     16781000 | PA      | $17614920.34   | 0.02%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5732906.20    | 0.01%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     32057000 | PA      | $39694820.45   | 0.04%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3774906.37    | 0.00%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2324615.07    | 0.00%             | 2026-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                               | HIKARI TSUSHIN                 | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1187336.84    | 0.00%             | 2033-03-23      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $4878515.20    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     19000000 | PA      | $22381313.47   | 0.02%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     15000000 | PA      | $17510056.87   | 0.02%             | 2035-07-31      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $1809252.48    | 0.00%             | 2052-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      7017000 | PA      | $7916654.93    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-140410.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      1300000 | PA      | $1457978.67    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $6468570.71    | 0.01%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |     15000000 | PA      | $17101185.39   | 0.02%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2634651.54    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: EJ7155512<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      2308000 | PA      | $2643727.39    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5016434.14    | 0.00%             | 2028-02-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3982.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCC5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      5035000 | PA      | $3969683.32    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     25889000 | PA      | $32294761.43   | 0.03%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                 | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |      3266000 | PA      | $3699364.66    | 0.00%             | 2027-10-31      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $3589084.40    | 0.00%             | 2030-02-03      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      4800000 | PA      | $5947696.43    | 0.01%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 761037000000 | PA      | $47191309.45   | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      3724000 | PA      | $3864660.34    | 0.00%             | 2041-10-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     66751000 | PA      | $56136790.35   | 0.05%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      1793000 | PA      | $1387382.95    | 0.00%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  19050000000 | PA      | $115110777.69  | 0.10%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1636748.21    | 0.00%             | 2028-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      3348000 | PA      | $2426496.39    | 0.00%             | 2032-04-07      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-228158.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     10453000 | PA      | $10953255.18   | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     33000000 | PA      | $23963853.91   | 0.02%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      2600000 | PA      | $1920994.12    | 0.00%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4027370.80    | 0.00%             | 2032-09-16      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      7000000 | PA      | $8063613.26    | 0.01%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     85700000 | PA      | $11954334.37   | 0.01%             | 2035-05-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19337374.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     99630000 | PA      | $113472704.74  | 0.10%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $10648383.06   | 0.01%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1329475.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8177282.19    | 0.01%             | 2030-01-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     21309000 | PA      | $12505122.73   | 0.01%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     25406388 | PA      | $31270080.98   | 0.03%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5847931.45    | 0.01%             | 2031-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1248000 | PA      | $1049535.19    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1828150.31    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     28559000 | PA      | $19673081.62   | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2828750000 | PA      | $17841242.51   | 0.02%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: ZS3077402<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |     12400000 | PA      | $12094188.52   | 0.01%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      3049000 | PA      | $3372692.72    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |     15300000 | PA      | $17601747.36   | 0.02%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |      7631000 | PA      | $8767528.78    | 0.01%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1309346.18    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2214000 | PA      | $2429865.04    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       649000 | PA      | $740572.36     | 0.00%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    146720000 | PA      | $168359832.69  | 0.15%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     59579000 | PA      | $37013728.37   | 0.03%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     59894000 | PA      | $69066922.61   | 0.06%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      8200000 | PA      | $9597657.63    | 0.01%             | 2079-12-31      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                             | WESTCOAST ENERGY               | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      1129000 | PA      | $790296.70     | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5383656.69    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 200000000000 | PA      | $12539967.53   | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAM4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1502792.34    | 0.00%             | 2029-09-30      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GTA Finance Co Pty Ltd                                                           | GTA FINANCE                    | CUSIP: N/A<br>LEI: 213800FMNBVIYOR3SP94       | Long             | DBT              | CORP              | AU        |      2810000 | PA      | $1758180.56    | 0.00%             | 2027-08-26      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      3900000 | PA      | $4234577.01    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $2292387.21    | 0.00%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     20000000 | PA      | $26862903.62   | 0.02%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5880034.49    | 0.01%             | 2028-11-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      4000000 | PA      | $4997944.59    | 0.00%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     11784000 | PA      | $11516774.15   | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     13135000 | PA      | $14829284.58   | 0.01%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      8858000 | PA      | $6383501.55    | 0.01%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      6500000 | PA      | $7364240.93    | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     24250000 | PA      | $31859548.56   | 0.03%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                        | BROOKFIELD FIN 2               | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $2861985.02    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14730654.40   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      9100000 | PA      | $9900163.23    | 0.01%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5892643.90    | 0.01%             | 2028-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      6300000 | PA      | $6896482.92    | 0.01%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |      4300000 | PA      | $4996873.14    | 0.00%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12098920.43   | 0.01%             | 2030-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-657396.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      2545000 | PA      | $3080468.63    | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3500000000 | PA      | $21304298.55   | 0.02%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EI4061228<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3284635.23    | 0.00%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      3570000 | PA      | $4251062.21    | 0.00%             | 2032-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7190327.41    | 0.01%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hospital Infrastructure Partners NOH Partnership                                 | HOSPITAL INFRAST               | CUSIP: 44107EAA7<br>LEI: 549300ZF3VY59ROCXE25 | Long             | DBT              | CORP              | CA        |      2679136 | PA      | $2068744.32    | 0.00%             | 2045-01-31      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    825000000 | PA      | $5184693.79    | 0.00%             | 2029-01-25      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     11000000 | PA      | $13187216.88   | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1512534.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $10008140.68   | 0.01%             | 2033-12-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    226069644 | PA      | $267170304.25  | 0.24%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    103536000 | PA      | $25232353.61   | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     53917000 | PA      | $54504231.10   | 0.05%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     15769000 | PA      | $9010622.64    | 0.01%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $11703096.94   | 0.01%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5199137.59    | 0.00%             | 2079-12-31      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |     13200000 | PA      | $13864162.82   | 0.01%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $3284653.17    | 0.00%             | 2035-06-03      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6221051.77    | 0.01%             | 2034-06-14      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4714117.89    | 0.00%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19337374.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       740000 | PA      | $450923.90     | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2402103.36    | 0.00%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      8179000 | PA      | $8610286.63    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      9300000 | PA      | $10023089.40   | 0.01%             | 2028-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      3700000 | PA      | $3498796.73    | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $3565477.90    | 0.00%             | 2030-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                     | INSTIT CRDT OFCL               | CUSIP: N/A<br>LEI: PJQDPSI1D8J2Q1IM3G17       | Long             | DBT              | NUSS              | ES        |     20129000 | PA      | $23376179.02   | 0.02%             | 2030-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1515690000 | PA      | $83043838.05   | 0.07%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      3902000 | PA      | $3876381.44    | 0.00%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       440000 | PA      | $248838.83     | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2861798.43    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $1886382.63    | 0.00%             | 2030-06-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $4982190.91    | 0.00%             | 2032-01-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     17390000 | PA      | $20385476.74   | 0.02%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19458566.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HC2<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      1160000 | PA      | $761788.80     | 0.00%             | 2045-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10556194.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1834040.41    | 0.00%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3228150000 | PA      | $21856196.80   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4906850000 | PA      | $30162961.92   | 0.03%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2354568.30    | 0.00%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      9000000 | PA      | $10541605.02   | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19527.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DB3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5637000 | PA      | $4438540.87    | 0.00%             | 2040-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     18600000 | PA      | $10775675.71   | 0.01%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AP9090220<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      5260000 | PA      | $5909836.14    | 0.01%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      1900000 | PA      | $2282368.08    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22833.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     10600000 | PA      | $11410513.92   | 0.01%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1583300000 | PA      | $10170739.68   | 0.01%             | 2027-01-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                            | FAST RETAILING                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | DBT              | CORP              | JP        |    600000000 | PA      | $3807911.23    | 0.00%             | 2028-06-06      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2100000 | PA      | $1571477.82    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2842615.14    | 0.00%             | 2036-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       525645 | PA      | $337358.78     | 0.00%             | 2054-03-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     13860000 | PA      | $16525814.12   | 0.01%             | 2035-03-21      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |      1160000 | PA      | $719828.43     | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1485000000 | PA      | $47539968.39   | 0.04%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    188370000 | PA      | $28896332.18   | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      5640000 | PA      | $4099091.93    | 0.00%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     23743000 | PA      | $23666486.31   | 0.02%             | 2033-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    101784000 | PA      | $56133078.40   | 0.05%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| InPower BC General Partnership                                                   | INPOWER BC GP                  | CUSIP: 45780MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1650640 | PA      | $1191832.46    | 0.00%             | 2033-03-31      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      3873000 | PA      | $2789358.60    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |     14900000 | PA      | $11549747.28   | 0.01%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                         | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1175841.49    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $63886645.90   | 0.06%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5571421.66    | 0.00%             | 2032-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $32387914.48   | 0.03%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3165500000 | PA      | $16727398.80   | 0.01%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $13142757.09   | 0.01%             | 2050-07-08      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2314505.16    | 0.00%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1211216.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAQ2<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      3055000 | PA      | $2240749.00    | 0.00%             | 2027-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: EH3004213<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    290000000 | PA      | $1928877.30    | 0.00%             | 2028-04-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1175239.12    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3371715.99    | 0.00%             | 2032-08-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      1850000 | PA      | $1280862.94    | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2679.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBK8<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $763860.33     | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                    | DREAM IND REIT                 | CUSIP: 26153WAG4<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $639021.18     | 0.00%             | 2026-12-07      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3596.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $3341082.23    | 0.00%             | 2033-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      1502000 | PA      | $1549165.97    | 0.00%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | HSBC BANK PLC                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1101170.77    | 0.00%             | 2046-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15210449.29   | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     31923000 | PA      | $25211380.55   | 0.02%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |      3000000 | PA      | $3523250.10    | 0.00%             | 2033-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      5124000 | PA      | $4507244.90    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      4577000 | PA      | $5384170.50    | 0.00%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $12050451.49   | 0.01%             | 2030-01-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      6000000 | PA      | $6670502.76    | 0.01%             | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    512400000 | PA      | $3271191.72    | 0.00%             | 2027-10-15      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     29109000 | PA      | $20437624.93   | 0.02%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    142099000 | PA      | $132002778.31  | 0.12%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    136581482 | PA      | $122864281.56  | 0.11%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAG1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $1615778.16    | 0.00%             | 2032-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                     | CASTELLUM AB                   | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |      1890000 | PA      | $2240998.69    | 0.00%             | 2030-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      2239000 | PA      | $2854332.40    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     68600000 | PA      | $17094469.71   | 0.02%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAK6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1377000 | PA      | $1012621.67    | 0.00%             | 2050-11-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      7686000 | PA      | $8587681.27    | 0.01%             | 2027-11-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      6024000 | PA      | $5610578.12    | 0.00%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     11996000 | PA      | $13206472.31   | 0.01%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1498976.32    | 0.00%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                          | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3361677.73    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    116920000 | PA      | $132207444.38  | 0.12%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    190000000 | PA      | $220291120.21  | 0.20%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: JV6416251<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     25000000 | PA      | $2620070.79    | 0.00%             | 2026-11-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4392656.24    | 0.00%             | 2028-02-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2028448.79    | 0.00%             | 2038-03-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AD8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      2434000 | PA      | $2567649.97    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  15040000000 | PA      | $15534919.80   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     15000000 | PA      | $17306924.78   | 0.02%             | 2032-02-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    147814401 | PA      | $158532138.82  | 0.14%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       578000 | PA      | $830941.49     | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3582000 | PA      | $2544301.59    | 0.00%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                 | DAIMLER TRCK FI                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      1496000 | PA      | $1063482.30    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      1900000 | PA      | $2142978.04    | 0.00%             | 2028-07-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      1107000 | PA      | $1214372.61    | 0.00%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      4924000 | PA      | $6041769.68    | 0.01%             | 2034-08-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    204721000 | PA      | $116764002.98  | 0.10%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     93676000 | PA      | $33235196.62   | 0.03%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                                 | BRIDGESTONE CORP               | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1922326.84    | 0.00%             | 2027-04-21      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     20000000 | PA      | $24581839.31   | 0.02%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     20500000 | PA      | $23700074.75   | 0.02%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $698645.58     | 0.00%             | 2035-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     18000000 | PA      | $23131977.05   | 0.02%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $10105553.93   | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |      3433000 | PA      | $4353687.96    | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      9318000 | PA      | $10922650.20   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Moat Homes Finance PLC                                                           | MOAT HOMES FIN P               | CUSIP: N/A<br>LEI: 213800OEBSZ4X3VVE789       | Long             | DBT              | CORP              | GB        |       865000 | PA      | $1054165.15    | 0.00%             | 2041-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     14120000 | PA      | $8605969.61    | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     14000000 | PA      | $16125724.15   | 0.01%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5604664.66    | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      7225000 | PA      | $6717818.60    | 0.01%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       373000 | PA      | $240095.36     | 0.00%             | 2028-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     28000000 | PA      | $29881773.14   | 0.03%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     11820000 | PA      | $13357677.95   | 0.01%             | 2027-03-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3718616.81    | 0.00%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      5000000 | PA      | $5188318.81    | 0.00%             | 2032-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAF4<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      4793000 | PA      | $2725518.75    | 0.00%             | 2048-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: ZP5131047<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2829557.06    | 0.00%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 1 PLC                                                            | THFC FUNDING 1                 | CUSIP: ED7350371<br>LEI: 213800C8Q7U392VVS909 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2606300.24    | 0.00%             | 2035-12-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11000000000 | PA      | $71448208.42   | 0.06%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     59275632 | PA      | $62280018.59   | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: EH8901157<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      2195000 | PA      | $3144674.77    | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2473000 | PA      | $1895852.88    | 0.00%             | 2042-05-29      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1804475.11    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2991334.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  11980000000 | PA      | $13108982.34   | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     31746000 | PA      | $20761209.49   | 0.02%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      1588000 | PA      | $2191236.35    | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    120000000 | PA      | $17968521.38   | 0.02%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                              | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $4387401.53    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5913087.88    | 0.01%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     36056000 | PA      | $41596036.98   | 0.04%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    105268000 | PA      | $55291211.14   | 0.05%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $9500639.33    | 0.01%             | 2027-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     23651000 | PA      | $15129734.50   | 0.01%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: AU9536874<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $9792646.32    | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1960858.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   4075000000 | PA      | $4497966.89    | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  11004490000 | PA      | $28227370.06   | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $7644097.05    | 0.01%             | 2028-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      4500000 | PA      | $4621017.71    | 0.00%             | 2030-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAS9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $2014901.62    | 0.00%             | 2037-03-13      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5799429.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2512880.22    | 0.00%             | 2034-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3051000 | PA      | $2069450.30    | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBY8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      9750000 | PA      | $7491087.91    | 0.01%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |      2094000 | PA      | $1797480.23    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      7173000 | PA      | $8193715.07    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAB5<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      2452000 | PA      | $1592835.49    | 0.00%             | 2038-10-07      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      6100000 | PA      | $6372723.44    | 0.01%             | 2030-04-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      9471000 | PA      | $8612357.32    | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                              | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |      4900000 | PA      | $5639996.77    | 0.01%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     29958000 | PA      | $34511273.03   | 0.03%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DC3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3121000 | PA      | $2447099.21    | 0.00%             | 2040-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      7000000 | PA      | $7303889.04    | 0.01%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      8500000 | PA      | $9650527.34    | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5914599.00    | 0.01%             | 2079-12-31      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                 | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      1000000 | PA      | $1341525.78    | 0.00%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  23173000000 | PA      | $147632219.27  | 0.13%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      5092000 | PA      | $5401394.56    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     22953000 | PA      | $27321984.81   | 0.02%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GF7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1119186.05    | 0.00%             | 2027-06-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: N/A<br>LEI: UMI46YPGBLUE4VGNNT48       | Long             | DBT              | CORP              | US        |      2290000 | PA      | $1468861.84    | 0.00%             | 2026-12-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Adecco International Financial Services BV                                       | ADECCO INT FIN                 | CUSIP: N/A<br>LEI: 549300PDNGPM4PIAUK57       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $8078477.89    | 0.01%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AV0298134<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $7573478.22    | 0.01%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     83000000 | PA      | $52636829.37   | 0.05%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     22000000 | PA      | $27134840.46   | 0.02%             | 2028-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8055059.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5787000 | PA      | $6220658.46    | 0.01%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      5214000 | PA      | $5872352.80    | 0.01%             | 2027-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |     10600000 | PA      | $14836595.28   | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7200000 | PA      | $8537195.14    | 0.01%             | 2028-03-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| OTP Jelzalogbank Zrt                                                             | OTP JELZALOGBANK               | CUSIP: N/A<br>LEI: 529900925TK5QIGTBH86       | Long             | DBT              | CORP              | HU        |      5000000 | PA      | $5796901.91    | 0.01%             | 2030-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      7700000 | PA      | $9258948.99    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      6500000 | PA      | $7511743.37    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $11730126.58   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2924000 | PA      | $1826186.49    | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $1667676.53    | 0.00%             | 2055-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  17580000000 | PA      | $17433087.49   | 0.02%             | 2027-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     66000000 | PA      | $42095954.40   | 0.04%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                              | BPC GENERATION                 | CUSIP: 05617NAA1<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |      6830000 | PA      | $4900506.37    | 0.00%             | 2030-09-29      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     11400000 | PA      | $12858742.09   | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     14000000 | PA      | $16277530.70   | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      4515000 | PA      | $6333282.06    | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $7998996.18    | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |     25000000 | PA      | $28656278.02   | 0.03%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                                                        | SOLVAY SA                      | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $3568630.17    | 0.00%             | 2031-10-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12349916.89   | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $2791914.06    | 0.00%             | 2039-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $995057.36     | 0.00%             | 2029-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      5000000 | PA      | $5223772.02    | 0.00%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                            | ESTONIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EE        |      6532000 | PA      | $7955868.43    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      4100000 | PA      | $3071174.05    | 0.00%             | 2033-03-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     71570000 | PA      | $46086694.82   | 0.04%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5773406.86    | 0.01%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      4545000 | PA      | $5516681.10    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2333163.36    | 0.00%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10512000 | PA      | $16387953.94   | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     56000000 | PA      | $35539917.73   | 0.03%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3230458.39    | 0.00%             | 2028-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      6420000 | PA      | $4221000.95    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     38756174 | PA      | $42008527.85   | 0.04%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       200000 | PA      | $234386.89     | 0.00%             | 2028-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |      1329817 | PA      | $1984268.00    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      7900000 | PA      | $9695349.25    | 0.01%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      6947000 | PA      | $8527949.65    | 0.01%             | 2034-04-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | ERICSSON LM                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3232354.54    | 0.00%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8988.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAB7<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      2153000 | PA      | $1511447.29    | 0.00%             | 2031-03-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1656000 | PA      | $2144157.89    | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      7815000 | PA      | $8593144.53    | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6471757.19    | 0.01%             | 2035-10-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     12506000 | PA      | $14306555.46   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     14150000 | PA      | $16679431.20   | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6273099.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1091000000 | PA      | $39315469.67   | 0.03%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6096000 | PA      | $6650551.87    | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     15300000 | PA      | $94360.11      | 0.00%             | 2030-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      7643000 | PA      | $8680560.29    | 0.01%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BR3<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      2400000 | PA      | $1756250.89    | 0.00%             | 2031-10-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      8700000 | PA      | $9486844.36    | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBH6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      2086000 | PA      | $1434462.28    | 0.00%             | 2044-09-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7645000 | PA      | $9044253.02    | 0.01%             | 2035-07-13      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     25968000 | PA      | $30614927.64   | 0.03%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    139462583 | PA      | $133541813.90  | 0.12%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       453000 | PA      | $551643.45     | 0.00%             | 2037-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8150000 | PA      | $5737165.35    | 0.01%             | 2028-03-05      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3500000000 | PA      | $20948227.89   | 0.02%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      1821000 | PA      | $1280966.35    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5447167.13    | 0.00%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                                                  | SPAREBANK 1 SMN                | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |      5053000 | PA      | $5509678.40    | 0.00%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     40000000 | PA      | $265334.14     | 0.00%             | 2027-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    130000000 | PA      | $18716858.46   | 0.02%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     14200000 | PA      | $10371726.37   | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $4804790.45    | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      2715000 | PA      | $4003345.53    | 0.00%             | 2033-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8291057.63    | 0.01%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $3445750.53    | 0.00%             | 2040-07-13      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15065200000 | PA      | $74761976.35   | 0.07%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SEC LP & Arci Ltd                                                                | SEC LP AND ARCI                | CUSIP: 784103AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2025182 | PA      | $1435110.05    | 0.00%             | 2033-08-29      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $8067315.28    | 0.01%             | 2031-10-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    512400000 | PA      | $3575508.31    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: AL4335918<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      2359000 | PA      | $2697241.81    | 0.00%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     10515000 | PA      | $7084659.51    | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $640126.21     | 0.00%             | 2027-06-01      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     39414000 | PA      | $23235471.22   | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     14549000 | PA      | $14568402.78   | 0.01%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    203889000 | PA      | $229464723.58  | 0.20%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      4058000 | PA      | $4035658.88    | 0.00%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     92765000 | PA      | $19613950.01   | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2079000 | PA      | $1339210.70    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11526809.49   | 0.01%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     68734000 | PA      | $65449480.08   | 0.06%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      4200000 | PA      | $5236693.63    | 0.00%             | 2028-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      7127000 | PA      | $5542519.35    | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $90743.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10618984.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $4644938.83    | 0.00%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |      1127000 | PA      | $1511417.94    | 0.00%             | 2027-03-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $3066639.31    | 0.00%             | 2034-03-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19581670.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     52207000 | PA      | $65569273.80   | 0.06%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |     12500000 | PA      | $14746757.02   | 0.01%             | 2027-08-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     11100000 | PA      | $12026910.63   | 0.01%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6176452.33    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1370.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2856000 | PA      | $1918503.21    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     46330000 | PA      | $12264387.33   | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      5124000 | PA      | $3804549.59    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    153099000 | PA      | $4687494.61    | 0.00%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8635000 | PA      | $5201063.88    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5804754.91    | 0.01%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAY8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $8003989.98    | 0.01%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4350000 | PA      | $3296770.58    | 0.00%             | 2034-06-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     19304000 | PA      | $13144898.83   | 0.01%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1368800000 | PA      | $8328276.23    | 0.01%             | 2031-02-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAR1<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3538074.34    | 0.00%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      5087000 | PA      | $5261413.07    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: AZ8065734<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $12714556.71   | 0.01%             | 2026-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     45498000 | PA      | $53179439.52   | 0.05%             | 2031-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |      2345000 | PA      | $1710101.22    | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       578000 | PA      | $486240.61     | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      7800000 | PA      | $8192209.91    | 0.01%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    146000000 | PA      | $21359167.43   | 0.02%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |     13875000 | PA      | $16102310.34   | 0.01%             | 2039-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BL8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      5197000 | PA      | $5956176.31    | 0.01%             | 2026-10-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      3019000 | PA      | $3302575.80    | 0.00%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5873454.01    | 0.01%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     19395000 | PA      | $21875403.84   | 0.02%             | 2027-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2310492.10    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      5000000 | PA      | $2236902.06    | 0.00%             | 2040-05-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Royal Office Finance LP                                                          | ROYAL OFFICE FIN               | CUSIP: 780632AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4876889 | PA      | $3771385.81    | 0.00%             | 2037-11-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: BVN10TFG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      2990000 | PA      | $4126234.10    | 0.00%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1220225.29    | 0.00%             | 2030-09-27      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     14276000 | PA      | $11228739.94   | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: AT0021507<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |       516000 | PA      | $463273.58     | 0.00%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $2302006.76    | 0.00%             | 2032-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                       | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     10000000 | PA      | $11886625.34   | 0.01%             | 2027-09-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     19000000 | PA      | $14059692.49   | 0.01%             | 2035-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      7675000 | PA      | $4355116.93    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCY4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      5138000 | PA      | $3639237.10    | 0.00%             | 2027-01-28      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2971000 | PA      | $1654871.46    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63309ZNP9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $2856104.95    | 0.00%             | 2035-08-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7962239.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11299304.03   | 0.01%             | 2028-02-09      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     20000000 | PA      | $23968929.17   | 0.02%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     30062000 | PA      | $30483622.56   | 0.03%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10321658.64   | 0.01%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      7250000 | PA      | $5869387.45    | 0.01%             | 2030-05-31      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 13668ZAN8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      1016000 | PA      | $767934.90     | 0.00%             | 2035-09-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    115100000 | PA      | $154857930.79  | 0.14%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3669759.95    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $3538686.74    | 0.00%             | 2031-05-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AGCO International Holdings BV                                                   | AGCO INTERNATION               | CUSIP: N/A<br>LEI: 549300GSUO6P11G11583       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2732265.33    | 0.00%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                 | ANZ NZ INTL/LDN                | CUSIP: N/A<br>LEI: 213800VD256NU2D97H12       | Long             | DBT              | CORP              | NZ        |     13124000 | PA      | $14528438.00   | 0.01%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      2536000 | PA      | $1749736.03    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1181254.00    | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     24900000 | PA      | $28265156.22   | 0.03%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     38449000 | PA      | $48370852.81   | 0.04%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      9500000 | PA      | $10160792.72   | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      4750000 | PA      | $4766392.97    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11771800000 | PA      | $65197126.25   | 0.06%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5112734.02    | 0.00%             | 2030-10-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $6168669.33    | 0.01%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6540103.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2471000 | PA      | $1741842.97    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $6112559.04    | 0.01%             | 2031-03-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     11206000 | PA      | $11184900.75   | 0.01%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2756566.94    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                             | VW CREDIT CANADA               | CUSIP: 918423AZ7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $853043.98     | 0.00%             | 2026-12-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $365593.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     20041000 | PA      | $22080521.94   | 0.02%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9801311.72    | 0.01%             | 2035-07-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      3019000 | PA      | $2406513.60    | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     23000000 | PA      | $27273953.03   | 0.02%             | 2035-06-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    200000000 | PA      | $231847974.68  | 0.21%             | 2027-02-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     12800000 | PA      | $14258389.66   | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $100694.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      5087000 | PA      | $5783247.38    | 0.01%             | 2027-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $1759131.03    | 0.00%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11196379.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  28000000000 | PA      | $21333987.58   | 0.02%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |    100000000 | PA      | $14822154.82   | 0.01%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3158205.50    | 0.00%             | 2028-06-30      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                                | SELP FINANCE SAR               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1071886.29    | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    576435000 | PA      | $19508491.06   | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     18400000 | PA      | $20751413.22   | 0.02%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      3104000 | PA      | $2010425.75    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     22287000 | PA      | $24762652.01   | 0.02%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10336429.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1461110000 | PA      | $4389781.49    | 0.00%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     12162000 | PA      | $8792606.15    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11078248.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3053848.70    | 0.00%             | 2036-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4833200000 | PA      | $32051805.97   | 0.03%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      4593000 | PA      | $6026901.78    | 0.01%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    256000000 | PA      | $63694138.68   | 0.06%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2579189.48    | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     48551000 | PA      | $61943855.97   | 0.06%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JJ8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       179000 | PA      | $140713.79     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: QZ7966521<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      9544000 | PA      | $10178591.97   | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     15700000 | PA      | $15505412.63   | 0.01%             | 2031-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $2005929.38    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      4612000 | PA      | $4903356.29    | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                       | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $8966511.97    | 0.01%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      3212000 | PA      | $4042532.27    | 0.00%             | 2029-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4539000 | PA      | $4598446.17    | 0.00%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     15102900 | PA      | $9764375.44    | 0.01%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-188049.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      6119000 | PA      | $7403020.63    | 0.01%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-592163.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7300000 | PA      | $5212312.94    | 0.00%             | 2030-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: AZ3211200<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $6290566.02    | 0.01%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      5111000 | PA      | $3858354.41    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15647250000 | PA      | $79045579.66   | 0.07%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     31300000 | PA      | $33068331.70   | 0.03%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                    | HALEON NL CAP BV               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |      4800000 | PA      | $5040528.93    | 0.00%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     13950000 | PA      | $3567774.12    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6254400000 | PA      | $41364810.22   | 0.04%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      4195000 | PA      | $2279462.29    | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5776106.95    | 0.01%             | 2032-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      2543000 | PA      | $1544016.37    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1041982.51    | 0.00%             | 2029-10-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     16266000 | PA      | $8144105.04    | 0.01%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3506542.67    | 0.00%             | 2054-08-27      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5488113.69    | 0.00%             | 2038-01-29      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2974196.78    | 0.00%             | 2030-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5269227.36    | 0.00%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     11655000 | PA      | $7570064.53    | 0.01%             | 2027-09-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |     10000000 | PA      | $6348082.34    | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      6500000 | PA      | $8190636.39    | 0.01%             | 2033-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      5563000 | PA      | $6377573.49    | 0.01%             | 2079-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      9512000 | PA      | $6382657.41    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     17000000 | PA      | $20844192.37   | 0.02%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1435590.32    | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5749115.34    | 0.01%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      1185000 | PA      | $1276547.48    | 0.00%             | 2033-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     70000000 | PA      | $76810858.78   | 0.07%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      2049000 | PA      | $2318839.03    | 0.00%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       538000 | PA      | $692494.72     | 0.00%             | 2049-09-12      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8151657.28    | 0.01%             | 2028-05-24      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $3013253.75    | 0.00%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     30000000 | PA      | $31385538.39   | 0.03%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      4100000 | PA      | $3440296.15    | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6074315.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                      | ALTAREA                        | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1607704.77    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |     20198000 | PA      | $11357131.41   | 0.01%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     21007000 | PA      | $19801783.89   | 0.02%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3440122.78    | 0.00%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                      | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $4989470.54    | 0.00%             | 2031-01-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  29000000000 | PA      | $177680992.15  | 0.16%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $204033.50     | 0.00%             | 2037-10-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| In'li SA                                                                         | IN'LI                          | CUSIP: AZ2976761<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1075173.53    | 0.00%             | 2029-07-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |      2531000 | PA      | $2653754.52    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3374497.73    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3242420.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    110000000 | PA      | $128315210.60  | 0.11%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      7636000 | PA      | $7234747.50    | 0.01%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     17790000 | PA      | $13364609.55   | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBZ5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $1657595.02    | 0.00%             | 2029-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5429031.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      2190000 | PA      | $1394800.61    | 0.00%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1463749.74    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5743385.34    | 0.01%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     90029000 | PA      | $31406077.37   | 0.03%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3751469.97    | 0.00%             | 2031-09-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1555000 | PA      | $1126130.43    | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $5490219.58    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     68331000 | PA      | $72807273.90   | 0.06%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-277065.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14168799.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      7300000 | PA      | $7938522.60    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     22354000 | PA      | $25220685.62   | 0.02%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    292050000 | PA      | $1928846.32    | 0.00%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |      2429000 | PA      | $2558842.08    | 0.00%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19970.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    357400000 | PA      | $85938391.70   | 0.08%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Apotheker-und Aerztebank eG                                             | DEUTSCHE APO ARZ               | CUSIP: AT3233778<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      9900000 | PA      | $10918653.61   | 0.01%             | 2028-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  81900000000 | PA      | $6165960.93    | 0.01%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9903400000 | PA      | $38024782.58   | 0.03%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      9404000 | PA      | $10115268.79   | 0.01%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    390090000 | PA      | $15545440.82   | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1198000 | PA      | $899110.73     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $2341381.29    | 0.00%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     53581502 | PA      | $56199686.24   | 0.05%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2250000 | PA      | $1737605.11    | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     41764000 | PA      | $32074052.23   | 0.03%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     21012000 | PA      | $26422567.43   | 0.02%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6099245.48    | 0.01%             | 2033-05-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-160022.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $1861194.25    | 0.00%             | 2054-05-17      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $6877696.18    | 0.01%             | 2030-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |      1860000 | PA      | $1078096.11    | 0.00%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     85600000 | PA      | $59614004.98   | 0.05%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4080000 | PA      | $5105732.54    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $6116255.41    | 0.01%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      8000000 | PA      | $9380006.13    | 0.01%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     10000000 | PA      | $6462541.65    | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  90000000000 | PA      | $62668249.17   | 0.06%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCJ7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4189141.34    | 0.00%             | 2030-05-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5638881.08    | 0.01%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                        | ACHMEA BV                      | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $4058658.36    | 0.00%             | 2043-12-26      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                  | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2187131.58    | 0.00%             | 2028-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      4011000 | PA      | $2173135.73    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      5238000 | PA      | $3174071.36    | 0.00%             | 2032-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      6000000 | PA      | $4102684.92    | 0.00%             | 2033-06-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2547893.32    | 0.00%             | 2029-05-29      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      8241000 | PA      | $2924963.88    | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3549354.17    | 0.00%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     70000000 | PA      | $80886959.61   | 0.07%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3782450000 | PA      | $19241912.94   | 0.02%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      4010000 | PA      | $3696026.33    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     62487000 | PA      | $67302965.88   | 0.06%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $2807608.37    | 0.00%             | 2079-12-31      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      5864000 | PA      | $5943430.03    | 0.01%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     24134000 | PA      | $28223031.76   | 0.03%             | 2033-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      7173000 | PA      | $7236610.37    | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     68727000 | PA      | $79737297.25   | 0.07%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1759000 | PA      | $1287502.47    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4728967.25    | 0.00%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1367782.79    | 0.00%             | 2028-02-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     62484000 | PA      | $31482970.14   | 0.03%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5334756.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     50000000 | PA      | $5185355.12    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5903422.33    | 0.01%             | 2027-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6735000 | PA      | $3732267.41    | 0.00%             | 2028-05-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     11016000 | PA      | $6461077.46    | 0.01%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     22265000 | PA      | $23770797.65   | 0.02%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      2380000 | PA      | $1729769.17    | 0.00%             | 2035-06-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      1792000 | PA      | $1168653.46    | 0.00%             | 2044-05-30      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9075400000 | PA      | $33670764.56   | 0.03%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      6551000 | PA      | $6760681.75    | 0.01%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6030450000 | PA      | $38142249.94   | 0.03%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      3092000 | PA      | $2895143.15    | 0.00%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      4500000 | PA      | $5014023.26    | 0.00%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1834450000 | PA      | $12593051.08   | 0.01%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6472.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     79111000 | PA      | $92770643.45   | 0.08%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  34012000000 | PA      | $17001309.10   | 0.02%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1429000 | PA      | $1061819.69    | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      8900000 | PA      | $10127519.77   | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     52358000 | PA      | $70876294.71   | 0.06%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2303395.71    | 0.00%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $443741.96     | 0.00%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     10000000 | PA      | $11649131.02   | 0.01%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: ZP3179246<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4417706.63    | 0.00%             | 2027-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11446350000 | PA      | $64057743.80   | 0.06%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     29468000 | PA      | $23671513.54   | 0.02%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |      3500000 | PA      | $4008473.59    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     56486000 | PA      | $40449360.07   | 0.04%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      1536000 | PA      | $1757142.03    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3542248.77    | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: 298713AK4<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |      1372000 | PA      | $1002757.63    | 0.00%             | 2027-03-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     72656000 | PA      | $22836336.54   | 0.02%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11619164.42   | 0.01%             | 2029-02-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      5000000 | PA      | $6106485.85    | 0.01%             | 2029-11-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     55000000 | PA      | $8202082.41    | 0.01%             | 2030-03-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     38200000 | PA      | $27852679.35   | 0.02%             | 2027-12-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     41967000 | PA      | $22406236.80   | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2162242.76    | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7392125.09    | 0.01%             | 2030-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     14938000 | PA      | $16213236.24   | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-66135.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2205990.17    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10200000 | PA      | $12494868.91   | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3127686.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP Finance Deutschland GmbH                                                     | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300187TP95ZWG8155       | Long             | DBT              | CORP              | DE        |      5531000 | PA      | $5945821.49    | 0.01%             | 2030-03-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      6316000 | PA      | $7066930.92    | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      8200000 | PA      | $9160169.16    | 0.01%             | 2027-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1802362.84    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                 | WPP FINANCE 2017               | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |       704000 | PA      | $842206.08     | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AP6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1553000 | PA      | $1301951.02    | 0.00%             | 2039-11-04      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     12800000 | PA      | $15033107.71   | 0.01%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     30219000 | PA      | $35201000.80   | 0.03%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     21700000 | PA      | $25708306.65   | 0.02%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3820000 | PA      | $4708997.90    | 0.00%             | 2031-06-06      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3636419.20    | 0.00%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3190256.07    | 0.00%             | 2030-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-189                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    200000000 | PA      | $230681723.35  | 0.20%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $9946017.11    | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     32034000 | PA      | $7366053.85    | 0.01%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      4758000 | PA      | $5170423.32    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $1312506.22    | 0.00%             | 2050-05-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5452447.44    | 0.00%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |      3800000 | PA      | $4226526.86    | 0.00%             | 2028-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      7532000 | PA      | $5188734.17    | 0.00%             | 2034-09-20      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $10316143.36   | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     20000000 | PA      | $23256994.86   | 0.02%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14574018.05   | 0.01%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: AQ1249962<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2154318.27    | 0.00%             | 2029-11-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      6030000 | PA      | $4025494.14    | 0.00%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     27516000 | PA      | $31152336.24   | 0.03%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    835000000 | PA      | $28132457.96   | 0.02%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCD3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1160000 | PA      | $929226.87     | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1126428.19    | 0.00%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                            | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |      4300000 | PA      | $5085100.44    | 0.00%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     13192000 | PA      | $3722622.37    | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AR1<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      4713000 | PA      | $5941272.41    | 0.01%             | 2028-07-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AK1<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      1118000 | PA      | $661294.98     | 0.00%             | 2049-04-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     26918000 | PA      | $30366130.50   | 0.03%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      2327000 | PA      | $2637518.08    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $4003723.40    | 0.00%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $619740.06     | 0.00%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6381107.54    | 0.01%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      1824000 | PA      | $2495222.63    | 0.00%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     21887000 | PA      | $14601211.79   | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2951747.76    | 0.00%             | 2030-03-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      8970000 | PA      | $4872953.23    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3584000 | PA      | $4781228.30    | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      8800000 | PA      | $12208338.89   | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FS3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4705296.43    | 0.00%             | 2041-11-04      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $6748490.23    | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       484000 | PA      | $625574.62     | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBE2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      2457000 | PA      | $1666427.78    | 0.00%             | 2048-03-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14775371.83   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      2543000 | PA      | $2688877.36    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    275952000 | PA      | $363972904.38  | 0.32%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WP CAREY INC                   | CUSIP: 92940NAB5<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |      4195000 | PA      | $4794910.92    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      6200000 | PA      | $4655360.32    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     23561000 | PA      | $16556582.80   | 0.01%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      4569000 | PA      | $5303170.59    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      8100000 | PA      | $9465754.97    | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                        | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |       362000 | PA      | $489682.29     | 0.00%             | 2027-06-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4592000 | PA      | $2975544.05    | 0.00%             | 2026-12-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    121551000 | PA      | $11527134.00   | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $155364096.90  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AR0736298<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     22500000 | PA      | $143207.65     | 0.00%             | 2028-02-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-458271.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      6400000 | PA      | $7283260.43    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Finance PLC                                                      | LEGAL & GENL FIN               | CUSIP: EC3157236<br>LEI: 213800AJC8I72ZCD2E71 | Long             | DBT              | CORP              | GB        |      3587000 | PA      | $5038362.58    | 0.00%             | 2031-12-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      1141000 | PA      | $737584.28     | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      2390000 | PA      | $1538858.75    | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     21630000 | PA      | $6557263.16    | 0.01%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     65817000 | PA      | $42040242.65   | 0.04%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    750000000 | PA      | $25341269.52   | 0.02%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     27000000 | PA      | $16708686.49   | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    130000000 | PA      | $33099421.68   | 0.03%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     44216000 | PA      | $37709877.40   | 0.03%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $64808708.07   | 0.06%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $13958161.11   | 0.01%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     29300000 | PA      | $24775039.48   | 0.02%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5564217.59    | 0.00%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAD8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $990306.00     | 0.00%             | 2035-12-03      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $15427345.99   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      2200000 | PA      | $985939.63     | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     11000000 | PA      | $12853912.44   | 0.01%             | 2031-02-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     12500000 | PA      | $14955811.72   | 0.01%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      4195000 | PA      | $2964347.22    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3395931.49    | 0.00%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2794010.77    | 0.00%             | 2028-07-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     10100000 | PA      | $11779627.37   | 0.01%             | 2031-08-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    410552000 | PA      | $478951479.60  | 0.43%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                              | ESSILORLUXOTTICA               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |     10200000 | PA      | $11242760.44   | 0.01%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     13000000 | PA      | $15718194.35   | 0.01%             | 2028-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      3541000 | PA      | $2635777.01    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    386000000 | PA      | $40627100.82   | 0.04%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3590240.63    | 0.00%             | 2079-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      2177000 | PA      | $2156640.38    | 0.00%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $4754453.72    | 0.00%             | 2030-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     28621000 | PA      | $29272298.42   | 0.03%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |      4600000 | PA      | $5155576.75    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     17933000 | PA      | $20213108.26   | 0.02%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      2599000 | PA      | $2965882.28    | 0.00%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8155111.43    | 0.01%             | 2030-08-24      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    119486000 | PA      | $120967252.00  | 0.11%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $6255832.87    | 0.01%             | 2045-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     93549550 | PA      | $22101692.35   | 0.02%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    800000000 | PA      | $5154425.28    | 0.00%             | 2029-01-26      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $23431877.23   | 0.02%             | 2028-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4130468.64    | 0.00%             | 2029-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2793259.24    | 0.00%             | 2027-05-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   3500000000 | PA      | $4042848.87    | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10191739.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |     15000000 | PA      | $17808962.08   | 0.02%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $4351228.08    | 0.00%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     24220000 | PA      | $17973577.45   | 0.02%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2544050.70    | 0.00%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     63243000 | PA      | $69970843.47   | 0.06%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5619072.04    | 0.00%             | 2028-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     15000000 | PA      | $11858753.11   | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6731684.07    | 0.01%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     90000000 | PA      | $540929.90     | 0.00%             | 2031-07-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      9529000 | PA      | $6902386.23    | 0.01%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2355000 | PA      | $1741200.91    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3237542.16    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     10600000 | PA      | $7875776.95    | 0.01%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      7500000 | PA      | $8156581.75    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CH3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1768100.62    | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      6025000 | PA      | $5181512.78    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5449372.15    | 0.00%             | 2030-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5770589.79    | 0.01%             | 2033-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     60444000 | PA      | $43433433.15   | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $6749703.00    | 0.01%             | 2028-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: N/A<br>LEI: 213800EQV9JHWCGV7H79       | Long             | DBT              | CORP              | GB        |      1855568 | PA      | $2337982.30    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                      | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |      4002000 | PA      | $4299365.88    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      7657000 | PA      | $5572707.33    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       900000 | PA      | $1180279.53    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      6436000 | PA      | $4913175.75    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     65933016 | PA      | $76677866.47   | 0.07%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     11000000 | PA      | $7831841.57    | 0.01%             | 2030-04-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4886000 | PA      | $6288056.81    | 0.01%             | 2028-07-22      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Manchester                                                         | UNIV OF MANCHEST               | CUSIP: EJ7285376<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |       943000 | PA      | $974792.05     | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      2350000 | PA      | $1703682.56    | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      8400000 | PA      | $9866569.09    | 0.01%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       362000 | PA      | $547985.29     | 0.00%             | 2033-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5115400000 | PA      | $22824635.31   | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6000522.15    | 0.01%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: ZP3538151<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |     38430000 | PA      | $40505606.97   | 0.04%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      2539000 | PA      | $2882310.19    | 0.00%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1015000 | PA      | $752680.09     | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AF0<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       946000 | PA      | $761266.71     | 0.00%             | 2037-10-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9009250000 | PA      | $50850408.60   | 0.05%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     76190000 | PA      | $95010389.03   | 0.08%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KG2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1428000 | PA      | $769942.62     | 0.00%             | 2058-06-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     20271766 | PA      | $13140378.81   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: AX7282384<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5004421.74    | 0.00%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      6070000 | PA      | $6795375.23    | 0.01%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     26500000 | PA      | $19302969.95   | 0.02%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $7048519.65    | 0.01%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20380.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $10363320.02   | 0.01%             | 2030-10-22      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BS0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1708271.47    | 0.00%             | 2027-03-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                                           | FRESHWATER FIN                 | CUSIP: EF7379946<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      1517000 | PA      | $1786799.80    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7298225.84    | 0.01%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     12000000 | PA      | $12694854.34   | 0.01%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1800000 | PA      | $1308697.73    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $1034381.35    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Athabasca Indigenous Midstream LP                                                | ATHABASCA MID LP               | CUSIP: 04682BAA0<br>LEI: 254900DBGQ581W2ALB89 | Long             | DBT              | CORP              | CA        |       325235 | PA      | $253157.95     | 0.00%             | 2042-02-05      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $3009844.09    | 0.00%             | 2041-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10500000000 | PA      | $67283858.28   | 0.06%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $9457602.71    | 0.01%             | 2032-01-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      9405000 | PA      | $6731153.57    | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4138450000 | PA      | $27308949.73   | 0.02%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $11670095.42   | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     16500000 | PA      | $11961594.74   | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1336479.57    | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: EJ3468919<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |    179885000 | PA      | $209819733.75  | 0.19%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2092706.66    | 0.00%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZAL8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $2141755.83    | 0.00%             | 2031-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     81794000 | PA      | $48365784.42   | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      4605000 | PA      | $3282209.11    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-187                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    314000000 | PA      | $363892849.19  | 0.32%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $12011149.58   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 140000000000 | PA      | $99273594.67   | 0.09%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7631062.88    | 0.01%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     10651000 | PA      | $4736459.19    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3279612.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1947000 | PA      | $2555364.82    | 0.00%             | 2027-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3169891.64    | 0.00%             | 2028-09-14      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-352970.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2288913.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1984676.70    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4814924.05    | 0.00%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3263473.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     80000000 | PA      | $95908783.89   | 0.09%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |     23300000 | PA      | $27865037.23   | 0.02%             | 2028-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                 | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |      2800000 | PA      | $3194961.03    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4992082.12    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3817516.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $5839152.30    | 0.01%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      3678000 | PA      | $4130967.10    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT5926718<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $404481.34     | 0.00%             | 2048-07-31      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     26133000 | PA      | $29286180.26   | 0.03%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 435166000000 | PA      | $28795044.12   | 0.03%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HB6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3800000 | PA      | $2906766.86    | 0.00%             | 2033-08-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      2900000 | PA      | $3263694.84    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    970118000 | PA      | $29174128.95   | 0.03%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     71446000 | PA      | $17035844.91   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     56015000 | PA      | $77356963.84   | 0.07%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2873000 | PA      | $2727865.75    | 0.00%             | 2033-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       945000 | PA      | $1140991.20    | 0.00%             | 2057-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Orano SA                                                                         | ORANO SA                       | CUSIP: N/A<br>LEI: 969500161UMNDC85C891       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5949788.26    | 0.01%             | 2031-03-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     12200000 | PA      | $12284067.43   | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    200000000 | PA      | $232377317.69  | 0.21%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8517100000 | PA      | $56362582.12   | 0.05%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |      4533000 | PA      | $6039340.01    | 0.01%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $28194498.68   | 0.03%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       498000 | PA      | $639653.09     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      4776000 | PA      | $2612273.30    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9834564.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      6028000 | PA      | $5826267.40    | 0.01%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5893644.40    | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                                | OPB FINANCE TR                 | CUSIP: 67103MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1333928.20    | 0.00%             | 2042-07-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: QZ8314606<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      2543000 | PA      | $2614693.37    | 0.00%             | 2031-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     19700000 | PA      | $19644778.35   | 0.02%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AO1139366<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |     15182000 | PA      | $15129076.16   | 0.01%             | 2037-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |      6012000 | PA      | $7153283.92    | 0.01%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |     25000000 | PA      | $29075865.70   | 0.03%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $8588007.37    | 0.01%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2083277.03    | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $397955.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    456000000 | PA      | $2886448.34    | 0.00%             | 2028-05-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5168839.04    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |     17000000 | PA      | $19983385.70   | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-188                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    120000000 | PA      | $139822339.74  | 0.12%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1500000000 | PA      | $9958372.59    | 0.01%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      4364000 | PA      | $3895321.94    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4469000 | PA      | $5475920.37    | 0.00%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       748000 | PA      | $370449.20     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BK4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1272000 | PA      | $1470819.66    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6274698.99    | 0.01%             | 2031-04-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     19060000 | PA      | $23261548.74   | 0.02%             | 2030-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      4372000 | PA      | $5492395.61    | 0.00%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    180053709 | PA      | $209353659.13  | 0.19%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    140000000 | PA      | $643482.28     | 0.00%             | 2055-03-19      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      5500000 | PA      | $3392569.87    | 0.00%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      4791000 | PA      | $4643723.99    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     69319000 | PA      | $81137665.54   | 0.07%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      3975000 | PA      | $2768703.20    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CPIF Finance Pty Ltd                                                             | CPIF FINANCE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      2700000 | PA      | $1566967.25    | 0.00%             | 2030-10-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      6500000 | PA      | $4818806.32    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    356660000 | PA      | $20767850.01   | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      9981000 | PA      | $11447107.14   | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $829178.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co II LP                                          | NORTHWESTERN HYD               | CUSIP: 66815PAA8<br>LEI: 5493009PMN30L0XHJ570 | Long             | DBT              | CORP              | CA        |       730000 | PA      | $473845.18     | 0.00%             | 2036-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3894868.06    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     15000000 | PA      | $12344144.90   | 0.01%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     95000000 | PA      | $95212083.00   | 0.08%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3708911.60    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     84643618 | PA      | $49518344.04   | 0.04%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11866902.35   | 0.01%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                    | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |     10700000 | PA      | $12504612.89   | 0.01%             | 2031-01-22      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: BG7387338<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $341283.43     | 0.00%             | 2050-03-31      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2590717.24    | 0.00%             | 2027-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6672043.27    | 0.01%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     20000000 | PA      | $23513192.08   | 0.02%             | 2028-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      4000000 | PA      | $4704907.29    | 0.00%             | 2031-04-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $5885411.37    | 0.01%             | 2041-07-31      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      5938000 | PA      | $6130724.26    | 0.01%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     20900000 | PA      | $24174162.93   | 0.02%             | 2032-04-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11789720.90   | 0.01%             | 2032-01-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5900000 | PA      | $6294851.69    | 0.01%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $3275387.69    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    108288000 | PA      | $26372409.88   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $492900.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBS4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        26000 | PA      | $16085.02      | 0.00%             | 2048-05-11      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17556540.37   | 0.02%             | 2027-08-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                           | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |     10300000 | PA      | $11615132.17   | 0.01%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      4471000 | PA      | $4580750.96    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 62895ZAP5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      3572000 | PA      | $2099746.42    | 0.00%             | 2048-03-30      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     41740000 | PA      | $53753469.87   | 0.05%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    115000000 | PA      | $16608456.36   | 0.01%             | 2031-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10330059.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |       765000 | PA      | $494310.06     | 0.00%             | 2028-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |        19000 | PA      | $12865.13      | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    173278000 | PA      | $193352411.87  | 0.17%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $6344433.20    | 0.01%             | 2028-07-27      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $348701.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      8000000 | PA      | $9568342.70    | 0.01%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    295000000 | PA      | $41490924.31   | 0.04%             | 2028-08-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $396042.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZR4755156<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |     25600000 | PA      | $158628.60     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1491000 | PA      | $990897.09     | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      1416000 | PA      | $1527367.64    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FP7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2600000 | PA      | $2032061.97    | 0.00%             | 2035-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Stockland Trust                                                                  | STOCKLAND TRUST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     15420000 | PA      | $10317562.82   | 0.01%             | 2032-03-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      7873000 | PA      | $5806954.27    | 0.01%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     90849000 | PA      | $31898942.30   | 0.03%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $817745.32     | 0.00%             | 2030-12-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FortisBC Inc                                                                     | FORTISBC INC                   | CUSIP: 34958ZAC7<br>LEI: 894500C61ICFDNRMGI86 | Long             | DBT              | CORP              | CA        |      1071000 | PA      | $685545.30     | 0.00%             | 2044-10-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2030000 | PA      | $1308888.31    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      5585000 | PA      | $3966350.28    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                                      | PFIZER NETHERLAN               | CUSIP: 71708LAD1<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5949711.03    | 0.01%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $14098383.75   | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     68768000 | PA      | $71302409.37   | 0.06%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $725910.45     | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5635617.35    | 0.01%             | 2027-03-17      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |     12363000 | PA      | $12381079.25   | 0.01%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      4485000 | PA      | $5348579.99    | 0.00%             | 2033-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19735644.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $9924299.77    | 0.01%             | 2041-11-08      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2631187.71    | 0.00%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     47004000 | PA      | $38190836.67   | 0.03%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAA9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      2592000 | PA      | $1855415.34    | 0.00%             | 2029-09-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-794241.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     23544000 | PA      | $16604213.16   | 0.01%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $1369923.19    | 0.00%             | 2030-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5771345.93    | 0.01%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $983163.85     | 0.00%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 670000000000 | PA      | $41671627.00   | 0.04%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     17200000 | PA      | $20103200.59   | 0.02%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bevco Lux Sarl                                                                   | BEVCO LUX SARL                 | CUSIP: N/A<br>LEI: 529900A04GL02604LJ24       | Long             | DBT              | CORP              | LU        |      3214000 | PA      | $3378233.83    | 0.00%             | 2030-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $15613741.20   | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $13123533.75   | 0.01%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      5374000 | PA      | $5968905.79    | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1939304.71    | 0.00%             | 2064-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $7183961.80    | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16661566.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: AS3795851<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    144150000 | PA      | $35571649.05   | 0.03%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    193000000 | PA      | $198284846.47  | 0.18%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    139340000 | PA      | $33545376.36   | 0.03%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7671040.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8201000 | PA      | $5718884.07    | 0.01%             | 2029-02-28      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       900000 | PA      | $573331.10     | 0.00%             | 2038-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      4285000 | PA      | $4840062.60    | 0.00%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     36946000 | PA      | $20031219.01   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |      4900000 | PA      | $6903255.78    | 0.01%             | 2034-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     16068000 | PA      | $18402148.11   | 0.02%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     25959000 | PA      | $29688478.44   | 0.03%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $11735360.77   | 0.01%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1497784.32    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      4200000 | PA      | $2795273.61    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3954895.66    | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1880042.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19827154.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    504710000 | PA      | $22097224.91   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5124000 | PA      | $4071249.01    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Riverside Finance Plc                                                            | RIVERSIDE FINANC               | CUSIP: EK6192778<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $1090915.53    | 0.00%             | 2044-12-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DekaBank Deutsche Girozentrale                                                   | DEKABANK                       | CUSIP: ZQ6159698<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $2932258.62    | 0.00%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5638400000 | PA      | $25357426.20   | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5724181.22    | 0.01%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                       | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     22500000 | PA      | $26421756.39   | 0.02%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: EH5062086<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      3328000 | PA      | $4611433.36    | 0.00%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     99445000 | PA      | $112916760.73  | 0.10%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     20237000 | PA      | $20319175.80   | 0.02%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      4590000 | PA      | $4708936.77    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6431095.32    | 0.01%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5000000000 | PA      | $31851411.33   | 0.03%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     13007000 | PA      | $18665498.37   | 0.02%             | 2043-06-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      1950000 | PA      | $1412455.12    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: ZR6339934<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     20450000 | PA      | $21472837.08   | 0.02%             | 2029-09-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                         | CLOVERIE PLC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5581969.56    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     18000000 | PA      | $14204707.28   | 0.01%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  49000000000 | PA      | $33126765.12   | 0.03%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $10533038.29   | 0.01%             | 2029-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |   1832470000 | PA      | $83626082.01   | 0.07%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $613004.83     | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12787400000 | PA      | $64512802.24   | 0.06%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1894099.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     21500000 | PA      | $25158934.88   | 0.02%             | 2028-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23372000 | PA      | $25617437.87   | 0.02%             | 2029-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      4007000 | PA      | $4131932.22    | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      4500000 | PA      | $5394577.07    | 0.00%             | 2030-05-12      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $7634624.92    | 0.01%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3382877.73    | 0.00%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      7500000 | PA      | $8867374.64    | 0.01%             | 2029-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3160053.15    | 0.00%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     13654669 | PA      | $18161237.35   | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     52375463 | PA      | $54376802.08   | 0.05%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $7229315.94    | 0.01%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      2214000 | PA      | $2284618.81    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      7654000 | PA      | $3411141.70    | 0.00%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    148949000 | PA      | $127685098.85  | 0.11%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     13222000 | PA      | $15124710.62   | 0.01%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14687287.37   | 0.01%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5860943.72    | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $7605871.48    | 0.01%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      1545000 | PA      | $1658708.51    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6533403.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $32387479.91   | 0.03%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     12810000 | PA      | $14460582.10   | 0.01%             | 2027-07-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20497000 | PA      | $22886035.98   | 0.02%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      2514000 | PA      | $3121896.97    | 0.00%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  68000000000 | PA      | $44512592.38   | 0.04%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: AZ5661402<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5439070.92    | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $6930886.41    | 0.01%             | 2031-02-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VIA Outlets BV                                                                   | VIA OUTLETS BV                 | CUSIP: N/A<br>LEI: 2594009AT1MND8D7E216       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2231229.44    | 0.00%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      2859000 | PA      | $3160498.12    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4922001.48    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BB9<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1267477.24    | 0.00%             | 2029-05-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4542000 | PA      | $2974691.50    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     11417777 | PA      | $13287353.33   | 0.01%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $192655.21     | 0.00%             | 2057-03-19      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4526177.64    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1110000000 | PA      | $40745406.96   | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $5392084.43    | 0.00%             | 2030-01-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $12380155.33   | 0.01%             | 2035-01-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      8653000 | PA      | $5272072.30    | 0.00%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12000000000 | PA      | $64585462.33   | 0.06%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     48858000 | PA      | $65097926.06   | 0.06%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      1500000 | PA      | $1844728.71    | 0.00%             | 2029-11-15      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     88520000 | PA      | $59548086.41   | 0.05%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4478092.69    | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    202600000 | PA      | $1334440.52    | 0.00%             | 2027-06-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      5550000 | PA      | $5566559.81    | 0.00%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      7182000 | PA      | $7803873.32    | 0.01%             | 2029-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2334271.74    | 0.00%             | 2034-01-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  53000000000 | PA      | $40010526.76   | 0.04%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $4552169.77    | 0.00%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    104838000 | PA      | $26731727.42   | 0.02%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     17532000 | PA      | $18230478.33   | 0.02%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     65766000 | PA      | $75793016.97   | 0.07%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      7364000 | PA      | $8632586.98    | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11804087.53   | 0.01%             | 2032-09-12      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $4917056.86    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    126787000 | PA      | $66245531.78   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: EK7852644<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     12240000 | PA      | $15387673.23   | 0.01%             | 2029-07-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      2427000 | PA      | $2981673.90    | 0.00%             | 2029-05-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      4685000 | PA      | $5645056.06    | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      9500000 | PA      | $10753884.89   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $3317164.39    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8009104.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     34946000 | PA      | $20055909.43   | 0.02%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co III LP                                         | NORTHWESTERN HYD               | CUSIP: 66816DAA4<br>LEI: 549300RT75SCBKVO3335 | Long             | DBT              | CORP              | CA        |      1174000 | PA      | $747847.16     | 0.00%             | 2038-12-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13122.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3095000 | PA      | $3039754.98    | 0.00%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12226763.15   | 0.01%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $4457312.71    | 0.00%             | 2026-12-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3357043.04    | 0.00%             | 2035-04-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    116950000 | PA      | $26143631.99   | 0.02%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    238555000 | PA      | $62816851.71   | 0.06%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6524000 | PA      | $7115189.80    | 0.01%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3158061.93    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     61239000 | PA      | $2086546.15    | 0.00%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     12200000 | PA      | $13187815.45   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |       150000 | PA      | $151713.51     | 0.00%             | 2052-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3450131.75    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1677250000 | PA      | $10145140.10   | 0.01%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1824543.84    | 0.00%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      2966000 | PA      | $3304739.64    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      2550000 | PA      | $1861812.90    | 0.00%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     45590000 | PA      | $31326228.05   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      3000000 | PA      | $3006132.33    | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      3102000 | PA      | $3220739.82    | 0.00%             | 2031-06-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1665990000 | PA      | $91275465.80   | 0.08%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1718000 | PA      | $1916653.42    | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                                | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |    200000000 | PA      | $21720691.56   | 0.02%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      3500000 | PA      | $4060129.26    | 0.00%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      5545000 | PA      | $3757447.45    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11767475.90   | 0.01%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     86125000 | PA      | $102173557.47  | 0.09%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $19092195.83   | 0.02%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Central 1 Credit Union                                                           | CENTRAL 1 CREDIT               | CUSIP: 154728AT6<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $881352.54     | 0.00%             | 2028-02-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      9077000 | PA      | $10884430.64   | 0.01%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $708253.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS5870457<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    119341000 | PA      | $31165699.83   | 0.03%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      2708000 | PA      | $3065863.92    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     90182000 | PA      | $7089648.82    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     10700000 | PA      | $12472852.04   | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7414690.99    | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7503300000 | PA      | $49042895.06   | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1609809.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     24800000 | PA      | $3883588.87    | 0.00%             | 2074-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4664757.49    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    100791000 | PA      | $26847413.24   | 0.02%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $1882400.42    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2610499.67    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $2266402.79    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1782000 | PA      | $1320523.43    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      3550000 | PA      | $4763018.15    | 0.00%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $1835561.51    | 0.00%             | 2031-09-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6724000 | PA      | $6843791.26    | 0.01%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 68217VAB3<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      2269000 | PA      | $2382924.95    | 0.00%             | 2031-07-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $3092136.51    | 0.00%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $7665845.83    | 0.01%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     10735000 | PA      | $7652909.72    | 0.01%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    496408000 | PA      | $15499902.65   | 0.01%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5972658.56    | 0.01%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $21676478.20   | 0.02%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      6000000 | PA      | $4151964.23    | 0.00%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     18460000 | PA      | $12158551.89   | 0.01%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      7737000 | PA      | $7444889.16    | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAE1<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3596718.48    | 0.00%             | 2029-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       418000 | PA      | $469598.19     | 0.00%             | 2028-07-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $6591054.15    | 0.01%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                        | VENTAS CANADA FI               | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $851490.16     | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      4090000 | PA      | $4623117.70    | 0.00%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2975763.80    | 0.00%             | 2028-03-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     42782000 | PA      | $54183978.04   | 0.05%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     27476000 | PA      | $29080378.15   | 0.03%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3185250000 | PA      | $21249038.17   | 0.02%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      7600000 | PA      | $8605416.21    | 0.01%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $17126267.63   | 0.02%             | 2027-07-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8118231.70    | 0.01%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $8766602.74    | 0.01%             | 2027-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      7214000 | PA      | $6804742.45    | 0.01%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAK8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      2130000 | PA      | $1579207.70    | 0.00%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      6830000 | PA      | $7837260.58    | 0.01%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     26063000 | PA      | $22041368.81   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      4740000 | PA      | $3896277.29    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     25979222 | PA      | $33927722.19   | 0.03%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      4812000 | PA      | $5369040.22    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    120000000 | PA      | $12907978.21   | 0.01%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                            | TRANSURBAN QLD                 | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |      2160000 | PA      | $1278350.72    | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2700000 | PA      | $1642361.17    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5628220.22    | 0.01%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance PLC                                                            | RIO TINTO FINANC               | CUSIP: EJ4698381<br>LEI: 2138009113L7IDGEM175 | Long             | DBT              | CORP              | GB        |      4600000 | PA      | $5987264.92    | 0.01%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $539106.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     13100000 | PA      | $14784250.98   | 0.01%             | 2027-12-01      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2914316.89    | 0.00%             | 2032-08-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     37679000 | PA      | $23441263.20   | 0.02%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8700000 | PA      | $9739347.78    | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6101000 | PA      | $6090837.60    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     12757000 | PA      | $3159097.42    | 0.00%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      7000000 | PA      | $4523113.17    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      4956000 | PA      | $5937428.75    | 0.01%             | 2029-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1210080.85    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     10500000 | PA      | $7895687.82    | 0.01%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1800000 | PA      | $1583841.53    | 0.00%             | 2042-06-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2679.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5423472.84    | 0.00%             | 2036-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     11595000 | PA      | $9183468.91    | 0.01%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55488847.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                       | KOJAMO OYJ                     | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |      3438000 | PA      | $3662636.30    | 0.00%             | 2029-05-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    100000000 | PA      | $116378500.31  | 0.10%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |      2800000 | PA      | $3522040.93    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18733.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $59696.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234KG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $5881288.20    | 0.01%             | 2027-06-02      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     15290000 | PA      | $11371174.80   | 0.01%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      3010000 | PA      | $3500391.80    | 0.00%             | 2034-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     58178000 | PA      | $15770265.17   | 0.01%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    131590005 | PA      | $96332315.10   | 0.09%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     19258000 | PA      | $22218190.03   | 0.02%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |      2500000 | PA      | $2647862.53    | 0.00%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     10500000 | PA      | $6958512.77    | 0.01%             | 2027-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2657078.83    | 0.00%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $2911690.44    | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |   1000000000 | PA      | $6372304.20    | 0.01%             | 2027-05-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9807450000 | PA      | $29995199.01   | 0.03%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      2700000 | PA      | $3056043.00    | 0.00%             | 2027-01-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      7587000 | PA      | $8205598.23    | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3536463.28    | 0.00%             | 2028-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     16004000 | PA      | $18530808.92   | 0.02%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     88382000 | PA      | $95997310.30   | 0.09%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      8000000 | PA      | $9583827.86    | 0.01%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6130000 | PA      | $4429341.63    | 0.00%             | 2032-05-03      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    306190000 | PA      | $31883447.63   | 0.03%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    140000000 | PA      | $890854.77     | 0.00%             | 2034-09-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     11800000 | PA      | $13335273.35   | 0.01%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     19025000 | PA      | $18526074.64   | 0.02%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US CAP LLC                 | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11496683.83   | 0.01%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9501000000 | PA      | $46905335.30   | 0.04%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                          | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $7307990.14    | 0.01%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |     17700000 | PA      | $22405167.13   | 0.02%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5657931.50    | 0.01%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      1868000 | PA      | $2314898.75    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      1578000 | PA      | $2181848.60    | 0.00%             | 2031-12-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  86500000000 | PA      | $63672839.73   | 0.06%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5598230.57    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3622778.15    | 0.00%             | 2035-03-05      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BH8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3772000 | PA      | $4323631.40    | 0.00%             | 2028-02-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     19471000 | PA      | $22046210.24   | 0.02%             | 2027-02-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: N/A<br>LEI: 213800MK4P25WMPIZR12       | Long             | DBT              | CORP              | GB        |       885000 | PA      | $1104251.51    | 0.00%             | 2038-08-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9629587.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5437573.57    | 0.00%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2287541.17    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      6508000 | PA      | $7145992.78    | 0.01%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $4238800.05    | 0.00%             | 2029-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     37218000 | PA      | $19736405.01   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50000000000 | PA      | $38956097.56   | 0.03%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      1876000 | PA      | $1968841.63    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     35354000 | PA      | $39107612.33   | 0.03%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $2030132.79    | 0.00%             | 2039-07-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3100888.40    | 0.00%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      3000000 | PA      | $2370260.68    | 0.00%             | 2029-01-22      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      2599000 | PA      | $2913210.33    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3411739 | PA      | $2191260.79    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $623298.01     | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $2027521.42    | 0.00%             | 2033-05-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                      | TELEREAL SECUR                 | CUSIP: EC4923511<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1345721.23    | 0.00%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     20000000 | PA      | $22866366.36   | 0.02%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     15000000 | PA      | $17641541.97   | 0.02%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8600000000 | PA      | $52818146.39   | 0.05%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     50538143 | PA      | $57278264.99   | 0.05%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-140410.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellevio AB                                                                       | ELLEVIO AB                     | CUSIP: N/A<br>LEI: 635400VVAMAJWNK9IT79       | Long             | DBT              | CORP              | SE        |      3000000 | PA      | $3611737.32    | 0.00%             | 2034-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $8521877.87    | 0.01%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5900499.21    | 0.01%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $2918650.07    | 0.00%             | 2028-04-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5462716.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3206400.94    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     24486000 | PA      | $16165021.55   | 0.01%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |      2697000 | PA      | $2973722.85    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  56500000000 | PA      | $39362613.13   | 0.03%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AV2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5728931.86    | 0.01%             | 2026-11-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $555830.77     | 0.00%             | 2036-04-30      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      6273000 | PA      | $7515472.89    | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | PACIFIC LIFE GF                | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1831941.82    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     74660000 | PA      | $79491235.42   | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6677892.40    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |     11600000 | PA      | $12904291.69   | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | AMCOR UK FINANCE               | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $2863356.40    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12021517.67   | 0.01%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     89946000 | PA      | $105948928.70  | 0.09%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                       | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2539232.98    | 0.00%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9502064.40    | 0.01%             | 2033-07-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113324.78     | 0.00%             | 2027-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2582000 | PA      | $1421141.78    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: AZ1702481<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      1844000 | PA      | $1693232.64    | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      1023000 | PA      | $986012.24     | 0.00%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4742102.50    | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $7063166.15    | 0.01%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $729329.36     | 0.00%             | 2035-02-01      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     18093000 | PA      | $10354258.49   | 0.01%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     14337000 | PA      | $32155723.75   | 0.03%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     10316000 | PA      | $7444929.70    | 0.01%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $3397354.08    | 0.00%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEY6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3724000 | PA      | $3728841.04    | 0.00%             | 2032-03-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    149880000 | PA      | $7674685.33    | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     66035000 | PA      | $86341916.03   | 0.08%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     24823000 | PA      | $26231614.54   | 0.02%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: BVN14QDL2<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2262439.64    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: EH7910860<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    620000000 | PA      | $4181748.93    | 0.00%             | 2029-04-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5110959.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     22267000 | PA      | $23337118.09   | 0.02%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3824050000 | PA      | $25539100.68   | 0.02%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      6000000 | PA      | $7669810.25    | 0.01%             | 2040-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |     11800000 | PA      | $13402342.58   | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      7650000 | PA      | $9535427.68    | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16014.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      4477000 | PA      | $5281045.19    | 0.00%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    105000000 | PA      | $15640698.68   | 0.01%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         7436 | NC      | $-335556.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      6032000 | PA      | $4724749.16    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Trillium Health Partners Volunteers                                              | TRILLIUM HEALTH                | CUSIP: 89620LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       315000 | PA      | $182593.86     | 0.00%             | 2058-12-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      8000000 | PA      | $10138563.29   | 0.01%             | 2033-04-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      5100000 | PA      | $5202493.09    | 0.00%             | 2030-07-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6308661.62    | 0.01%             | 2026-12-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9616000 | PA      | $6871108.67    | 0.01%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8613400000 | PA      | $38021753.07   | 0.03%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5231085.77    | 0.00%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      5920000 | PA      | $6628240.85    | 0.01%             | 2030-05-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |      1977000 | PA      | $1901123.00    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     13487000 | PA      | $14935828.88   | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8211506.67    | 0.01%             | 2032-11-04      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    472937000 | PA      | $13487012.16   | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5200000 | PA      | $5777369.47    | 0.01%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6340950000 | PA      | $42760024.13   | 0.04%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      7850000 | PA      | $9243011.57    | 0.01%             | 2035-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8000000000 | PA      | $51848201.93   | 0.05%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      2500000 | PA      | $3069633.03    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $4624632.13    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16014.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     19481000 | PA      | $24209868.00   | 0.02%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     40373000 | PA      | $46773343.88   | 0.04%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EI4162968<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $2298228.11    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11773043.20   | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2663046.73    | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                   | RED ELECTRICA                  | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $3024013.50    | 0.00%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Xunta de Galicia                                                                 | XUNTA DE GALICIA               | CUSIP: N/A<br>LEI: 9598006NADCDHBCA0B85       | Long             | DBT              | NUSS              | ES        |      9100000 | PA      | $10787735.40   | 0.01%             | 2031-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      7409300 | PA      | $4663932.54    | 0.00%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |     12500000 | PA      | $14641953.75   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      2994000 | PA      | $2975064.86    | 0.00%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6742195.06    | 0.01%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1570451.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    161830211 | PA      | $49700705.18   | 0.04%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1663000 | PA      | $1188117.02    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     33900000 | PA      | $24993070.18   | 0.02%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     23000000 | PA      | $26176393.73   | 0.02%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     20000000 | PA      | $4559843.15    | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     65169000 | PA      | $67517331.80   | 0.06%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     46229000 | PA      | $12137370.74   | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $5417226.66    | 0.00%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    111360000 | PA      | $97780594.48   | 0.09%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      4700000 | PA      | $5823472.96    | 0.01%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                               | ENEOS HOLDINGS                 | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1824291.80    | 0.00%             | 2032-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7700000000 | PA      | $49953748.75   | 0.04%             | 2027-03-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     30104000 | PA      | $25721751.74   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      7770000 | PA      | $6030054.53    | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                          | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $11754536.25   | 0.01%             | 2027-12-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $16643532.60   | 0.01%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DC5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5850119.18    | 0.01%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    480000000 | PA      | $3214419.00    | 0.00%             | 2031-06-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 460000000000 | PA      | $28579512.33   | 0.03%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8337006.35    | 0.01%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     10479000 | PA      | $6338901.79    | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     43832000 | PA      | $33014810.55   | 0.03%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                     | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6115331.28    | 0.01%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: ZR1469322<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     14855000 | PA      | $8017356.78    | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $12063278.64   | 0.01%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    251570000 | PA      | $11428174.26   | 0.01%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      3092000 | PA      | $2069734.83    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    200000000 | PA      | $28208898.70   | 0.03%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1827642.01    | 0.00%             | 2033-09-20      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      6669000 | PA      | $4516875.11    | 0.00%             | 2045-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5260000 | PA      | $3550299.62    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3932813.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-195463.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1263000 | PA      | $1601462.74    | 0.00%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1892000 | PA      | $1760850.64    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     11500000 | PA      | $11980680.66   | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                     | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |      5087000 | PA      | $5641306.54    | 0.01%             | 2027-11-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  26000000000 | PA      | $166648173.38  | 0.15%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FD5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1107000 | PA      | $706248.00     | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    110232000 | PA      | $25957059.18   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAF6<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1446302.50    | 0.00%             | 2032-10-15      | Fixed         | 6.98%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |     14587000 | PA      | $16217351.13   | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42577.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     27062849 | PA      | $26287082.44   | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Trillium Windpower LP                                                            | TRILLIUM WIND LP               | CUSIP: 89620MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       576985 | PA      | $435243.13     | 0.00%             | 2033-02-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3044740.45    | 0.00%             | 2031-01-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     35700000 | PA      | $35321995.59   | 0.03%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BP3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2985000 | PA      | $3421632.20    | 0.00%             | 2026-12-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7645000 | PA      | $9565490.50    | 0.01%             | 2029-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      4914000 | PA      | $5232408.07    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |     10300000 | PA      | $11721849.87   | 0.01%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1903191.69    | 0.00%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      9456000 | PA      | $10479601.98   | 0.01%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5854159.80    | 0.01%             | 2030-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |     14000000 | PA      | $14062135.91   | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      3641000 | PA      | $4095180.50    | 0.00%             | 2027-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     53889000 | PA      | $59363531.96   | 0.05%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6704753.69    | 0.01%             | 2045-08-14      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5466630.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5980678.70    | 0.01%             | 2033-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    406100000 | PA      | $2589959.34    | 0.00%             | 2027-10-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3070597.95    | 0.00%             | 2034-05-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    195968844 | PA      | $60558447.40   | 0.05%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    370000000 | PA      | $37975325.49   | 0.03%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2768620.77    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $158024.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     16907000 | PA      | $17100535.83   | 0.02%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    128467866 | PA      | $147046193.57  | 0.13%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1995020.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $17177908.65   | 0.02%             | 2027-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6553000 | PA      | $6943820.88    | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     21500000 | PA      | $24191783.56   | 0.02%             | 2030-03-23      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11857605.07   | 0.01%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $5112843.98    | 0.00%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Co-operators Financial Services Ltd                                              | CO-OPERATORS FIN               | CUSIP: 18976JAC4<br>LEI: 549300SZ7EWHCKGFYB31 | Long             | DBT              | CORP              | CA        |      2848000 | PA      | $1999348.39    | 0.00%             | 2030-05-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      8311000 | PA      | $5301082.36    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                       | DENSO CORP                     | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $1906006.81    | 0.00%             | 2028-03-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    179300000 | PA      | $1183796.17    | 0.00%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3072400000 | PA      | $20828934.18   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $165803.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQU3<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1581000 | PA      | $1150413.29    | 0.00%             | 2033-05-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      6873000 | PA      | $4819450.70    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4730978.85    | 0.00%             | 2033-01-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1181203000 | PA      | $42210401.54   | 0.04%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    103091000 | PA      | $79741019.09   | 0.07%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| University of Ottawa                                                             | UNIV OF OTTAWA                 | CUSIP: 914771AC4<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |      1869000 | PA      | $867668.94     | 0.00%             | 2060-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $8003417.84    | 0.01%             | 2034-02-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      7329000 | PA      | $8383958.65    | 0.01%             | 2032-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     25000000 | PA      | $3705512.13    | 0.00%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $632285.96     | 0.00%             | 2028-05-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAL6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1100493.49    | 0.00%             | 2027-06-30      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      3042000 | PA      | $3277831.21    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      6627000 | PA      | $7443754.76    | 0.01%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3357863.61    | 0.00%             | 2079-12-31      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $5184868.17    | 0.00%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |      1509000 | PA      | $1424569.56    | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      5619000 | PA      | $5751607.38    | 0.01%             | 2030-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |       800000 | PA      | $1005408.05    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     29644000 | PA      | $21371452.43   | 0.02%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2046000 | PA      | $1565017.65    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |      8297000 | PA      | $8201009.81    | 0.01%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16014.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $9945043.95    | 0.01%             | 2029-06-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| City of Zurich Switzerland                                                       | CITY OF ZURICH                 | CUSIP: BVN077GR7<br>LEI: 50670000BEWAL237A323 | Long             | DBT              | NUSS              | CH        |     10000000 | PA      | $14595239.52   | 0.01%             | 2036-03-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |     17266000 | PA      | $20124606.19   | 0.02%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCD0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1713000 | PA      | $878026.12     | 0.00%             | 2050-02-28      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 921947AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7654000 | PA      | $5719606.01    | 0.01%             | 2026-12-07      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       706000 | PA      | $724722.43     | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $196968.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     11500000 | PA      | $13982802.82   | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1914701.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     87100000 | PA      | $592795.33     | 0.00%             | 2030-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      3800000 | PA      | $4627414.54    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $8173555.10    | 0.01%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      1958000 | PA      | $2159302.75    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3781268.48    | 0.00%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1625000 | PA      | $2441820.77    | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   8685000000 | PA      | $9710670.35    | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    110000000 | PA      | $129983013.40  | 0.12%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: AS1404647<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2541682.18    | 0.00%             | 2028-04-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAU6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $3155248.94    | 0.00%             | 2047-03-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2997600000 | PA      | $20110490.12   | 0.02%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8276150000 | PA      | $53488299.36   | 0.05%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      7500000 | PA      | $4993225.21    | 0.00%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     23200000 | PA      | $27643142.59   | 0.02%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $6017603.27    | 0.01%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    226349000 | PA      | $251381581.92  | 0.22%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1909385.61    | 0.00%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     49502000 | PA      | $12006565.90   | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1069516.79    | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5854000 | PA      | $6093688.05    | 0.01%             | 2030-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6513254.55    | 0.01%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8438653.66    | 0.01%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                        | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      2599000 | PA      | $2769926.60    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8396402.23    | 0.01%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     29814140 | PA      | $34358768.28   | 0.03%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1108281.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Plenary Health Care Partnerships Humber LP                                       | PLENARY HLTH HUM               | CUSIP: 72908WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       998967 | PA      | $740037.15     | 0.00%             | 2039-05-31      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      4581000 | PA      | $3429313.85    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      3376000 | PA      | $3377405.94    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     17100000 | PA      | $20392970.96   | 0.02%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     88875000 | PA      | $106630874.12  | 0.09%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      7600000 | PA      | $9454145.44    | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     81000000 | PA      | $11692042.67   | 0.01%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRB4<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1512000 | PA      | $1031285.23    | 0.00%             | 2030-05-27      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11746265.99   | 0.01%             | 2029-02-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      9545000 | PA      | $12860581.32   | 0.01%             | 2040-12-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                   | ALLIED PROP REIT               | CUSIP: 019456AJ1<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3270805.32    | 0.00%             | 2032-02-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     10500000 | PA      | $12566659.14   | 0.01%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                     | GRAINGER PLC                   | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1810561.95    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1567453.54    | 0.00%             | 2032-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      3668000 | PA      | $3389892.04    | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     83353482 | PA      | $67406546.23   | 0.06%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2244313.79    | 0.00%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   6731000000 | PA      | $13338558.44   | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      8000000 | PA      | $5828832.91    | 0.01%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |      6798000 | PA      | $7731690.49    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    100000000 | PA      | $116542349.52  | 0.10%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6025252.74    | 0.01%             | 2032-10-25      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $9314158.29    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       558000 | PA      | $681442.34     | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2615242.52    | 0.00%             | 2028-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5950174.97    | 0.01%             | 2028-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      7110000 | PA      | $4585926.30    | 0.00%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     11122000 | PA      | $13427951.11   | 0.01%             | 2028-07-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     61283061 | PA      | $47451159.67   | 0.04%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3792600000 | PA      | $24967654.68   | 0.02%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3199008.82    | 0.00%             | 2027-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4391639.14    | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    153000000 | PA      | $203684188.31  | 0.18%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $3470141.71    | 0.00%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $8540940.52    | 0.01%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3027000 | PA      | $2180690.47    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5816375.35    | 0.01%             | 2030-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      5500000 | PA      | $3613320.04    | 0.00%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      1800000 | PA      | $2113325.14    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     58409000 | PA      | $64655210.80   | 0.06%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      3809000 | PA      | $5063295.07    | 0.00%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gestion Securite de Stocks Securite SA                                           | SAGESS                         | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5910471.36    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: ZR5457745<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      3724000 | PA      | $4747433.81    | 0.00%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    840000000 | PA      | $4740499.75    | 0.00%             | 2035-09-28      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: QZ9801577<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $3437970.14    | 0.00%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |      4500000 | PA      | $3993464.59    | 0.00%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6791027.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    149698000 | PA      | $22831027.36   | 0.02%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      5250000 | PA      | $5222068.50    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1375730.77    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3007220.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4549258.96    | 0.00%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Oma Saastopankki Oyj                                                             | OMA                            | CUSIP: N/A<br>LEI: 743700LE1ECAPXC5UT18       | Long             | DBT              | CORP              | FI        |      4700000 | PA      | $5157057.70    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5708487.07    | 0.01%             | 2048-05-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     12891000 | PA      | $15124217.41   | 0.01%             | 2042-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     41599000 | PA      | $26861834.10   | 0.02%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      6316000 | PA      | $6528992.80    | 0.01%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-604504.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $525646.81     | 0.00%             | 2038-09-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3062181.02    | 0.00%             | 2043-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2403946.93    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     11000000 | PA      | $13282226.83   | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7884550000 | PA      | $37350767.41   | 0.03%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     54906470 | PA      | $16446752.40   | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      5410000 | PA      | $7050926.99    | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     26805000 | PA      | $29021263.45   | 0.03%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1337214.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $2911962.07    | 0.00%             | 2034-12-06      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     13800000 | PA      | $9975922.64    | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $2913568.29    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Praemia Healthcare SACA                                                          | PRAEMIA HEALTHCR               | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4867668.88    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BX1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       996000 | PA      | $1133380.15    | 0.00%             | 2027-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $4171060.10    | 0.00%             | 2027-01-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    542400000 | PA      | $3470812.00    | 0.00%             | 2027-07-16      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     15174000 | PA      | $17626869.33   | 0.02%             | 2027-11-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5965179.59    | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2691919.56    | 0.00%             | 2028-09-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4235000 | PA      | $4920368.51    | 0.00%             | 2039-07-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: AZ5661865<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      5087000 | PA      | $5764003.86    | 0.01%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      4934000 | PA      | $4081612.97    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $3613254.67    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cofiroute SA                                                                     | COFIROUTE SA                   | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5706935.26    | 0.01%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      1509000 | PA      | $1423181.39    | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3191290.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      3875000 | PA      | $2762380.62    | 0.00%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $22848894.34   | 0.02%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7069000 | PA      | $8021104.34    | 0.01%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2296000 | PA      | $1665546.44    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     13000000 | PA      | $9620754.48    | 0.01%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |   2810000000 | PA      | $17350308.62   | 0.02%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                               | CCL INDS INC                   | CUSIP: 124900AC5<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |       825000 | PA      | $595118.08     | 0.00%             | 2028-04-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4868616.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2145831.90    | 0.00%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $12782570.66   | 0.01%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     74640000 | PA      | $11225588.85   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3061253.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1095679.87    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      3750000 | PA      | $2810213.45    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    100000000 | PA      | $115108164.68  | 0.10%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $11309925.70   | 0.01%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     15500000 | PA      | $11032406.12   | 0.01%             | 2030-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY CORP                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3107955.36    | 0.00%             | 2029-10-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $11248572.56   | 0.01%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $4486765.82    | 0.00%             | 2034-08-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                  | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |      8131000 | PA      | $10017216.95   | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3204496.79    | 0.00%             | 2027-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                           | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |      1512000 | PA      | $1623907.55    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      4315000 | PA      | $2141694.13    | 0.00%             | 2051-01-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JL6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2158703.15    | 0.00%             | 2028-03-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |      1692000 | PA      | $1927665.48    | 0.00%             | 2028-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $127318.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBH5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $857141.89     | 0.00%             | 2055-10-29      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $23623876.45   | 0.02%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     60590000 | PA      | $13850275.49   | 0.01%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L4C4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $4696929.06    | 0.00%             | 2028-12-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Derby Healthcare PLC                                                             | DERBY HEALTHCARE               | CUSIP: ED1362265<br>LEI: 25490033UV5PQQ7FCV22 | Long             | DBT              | CORP              | GB        |       682678 | PA      | $889627.72     | 0.00%             | 2041-06-30      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1383450000 | PA      | $9548410.13    | 0.01%             | 2029-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AX5<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      4644000 | PA      | $4936043.90    | 0.00%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2288546.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AW8539859<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  11320000000 | PA      | $11000639.21   | 0.01%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     52085000 | PA      | $53520941.75   | 0.05%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2077309.84    | 0.00%             | 2028-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $5778685.43    | 0.01%             | 2032-02-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     83599000 | PA      | $91913870.78   | 0.08%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12927654.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5821982.42    | 0.01%             | 2034-11-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     13000000 | PA      | $14680163.01   | 0.01%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      2543000 | PA      | $2911671.48    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6113801.18    | 0.01%             | 2030-08-28      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      4984000 | PA      | $3346987.96    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1231603000 | PA      | $37616880.71   | 0.03%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     70000000 | PA      | $45340761.38   | 0.04%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     25684000 | PA      | $27790075.80   | 0.02%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4032364.57    | 0.00%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6633000 | PA      | $7548553.48    | 0.01%             | 2026-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5197656.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     18440000 | PA      | $13744795.12   | 0.01%             | 2034-08-08      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     10640000 | PA      | $8426519.50    | 0.01%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: AZ9764293<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6207442.74    | 0.01%             | 2029-08-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      2650000 | PA      | $2955706.40    | 0.00%             | 2033-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $527867.95     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-160022.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |     16500000 | PA      | $17654197.03   | 0.02%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      7654000 | PA      | $6374495.46    | 0.01%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3980000 | PA      | $2585294.96    | 0.00%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     14447000 | PA      | $9759532.67    | 0.01%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      4419000 | PA      | $5091903.67    | 0.00%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     43910000 | PA      | $27152237.62   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Group Finance Co XI LLC                                                      | KKR GROUP                      | CUSIP: N/A<br>LEI: 549300ZNBIV68L4CNT87       | Long             | DBT              | CORP              | US        |    400000000 | PA      | $2594455.91    | 0.00%             | 2029-05-30      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       816000 | PA      | $577819.92     | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      8669000 | PA      | $10463151.63   | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LSJ3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      8500000 | PA      | $6209140.46    | 0.01%             | 2026-12-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14593000 | PA      | $13939739.18   | 0.01%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     18200000 | PA      | $16016768.22   | 0.01%             | 2037-03-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1050000000 | PA      | $6397814.68    | 0.01%             | 2048-03-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      4840000 | PA      | $5467513.63    | 0.00%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5348142.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |      5000000 | PA      | $5799721.29    | 0.01%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |       500000 | PA      | $624147.64     | 0.00%             | 2028-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     11477000 | PA      | $8126388.64    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      3218000 | PA      | $3654278.19    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                                | VOLVO TREAS AB                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     11400000 | PA      | $13042066.42   | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17287423.67   | 0.02%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Home Loan SFH SA                                                     | BNP PARIBAS HOME               | CUSIP: N/A<br>LEI: 969500O7DJZNM0F0Z036       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3630011.08    | 0.00%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 31739ZAG0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      5327000 | PA      | $4252490.68    | 0.00%             | 2034-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     41132805 | PA      | $47341674.49   | 0.04%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $4630068.03    | 0.00%             | 2035-03-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2319523.59    | 0.00%             | 2027-08-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAB7<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $728943.22     | 0.00%             | 2028-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |     23345000 | PA      | $25501311.15   | 0.02%             | 2029-03-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                   | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $11733978.74   | 0.01%             | 2027-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      6322000 | PA      | $7322583.88    | 0.01%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    118193000 | PA      | $120336129.06  | 0.11%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $270732.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4235596.60    | 0.00%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     92172000 | PA      | $108364873.12  | 0.10%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11359297.16   | 0.01%             | 2036-02-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |      1490000 | PA      | $934303.04     | 0.00%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2250000 | PA      | $1737490.57    | 0.00%             | 2035-07-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $12017182.55   | 0.01%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 2 PLC                                                            | THFC FUNDING 2                 | CUSIP: N/A<br>LEI: 2138009P1ZT8JPYGUB82       | Long             | DBT              | CORP              | GB        |      1216000 | PA      | $1725407.56    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     15300000 | PA      | $16081184.14   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: EJ0428734<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |      1450000 | PA      | $1758600.44    | 0.00%             | 2044-03-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1200647.10    | 0.00%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      5021000 | PA      | $5266110.34    | 0.00%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAN8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2805000 | PA      | $2000836.87    | 0.00%             | 2030-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |      5500000 | PA      | $6525833.94    | 0.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      9108000 | PA      | $10462434.51   | 0.01%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      3287000 | PA      | $3623082.77    | 0.00%             | 2028-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1257471.55    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                                         | TDK CORP                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $613526.51     | 0.00%             | 2030-07-26      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: ZR4205764<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1339737.50    | 0.00%             | 2031-09-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4561000 | PA      | $5074690.93    | 0.00%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-201346.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4500000000 | PA      | $27917286.35   | 0.02%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $652931.74     | 0.00%             | 2040-02-29      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TCHC Issuer Trust                                                                | TCHC ISSUER TRUS               | CUSIP: 87228VAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1060000 | PA      | $834705.32     | 0.00%             | 2040-02-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAG9<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       465000 | PA      | $339059.65     | 0.00%             | 2056-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1024800000 | PA      | $6525808.17    | 0.01%             | 2028-01-21      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  59500000000 | PA      | $41372902.68   | 0.04%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: AO1324471<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4715506.97    | 0.00%             | 2032-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $3190894.58    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2126616.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |       827000 | PA      | $655765.98     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     11400000 | PA      | $13132388.29   | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5758000 | PA      | $3411890.98    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2770146.31    | 0.00%             | 2079-12-31      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      2700000 | PA      | $1847106.89    | 0.00%             | 2032-10-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: EC1355816<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2777063.07    | 0.00%             | 2029-06-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2894792.85    | 0.00%             | 2027-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      7340000 | PA      | $4409781.80    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-60881.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     34002000 | PA      | $28050911.80   | 0.02%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    171713000 | PA      | $122018360.39  | 0.11%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: AZ5472420<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $15843504.70   | 0.01%             | 2029-07-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2011221.74    | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-713656.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2383801.79    | 0.00%             | 2030-06-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |     10600000 | PA      | $12022695.24   | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1590531.19    | 0.00%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      5474000 | PA      | $6817234.45    | 0.01%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       750000 | PA      | $551581.94     | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     18810000 | PA      | $16634480.57   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REALTY               | CUSIP: 31943BBY5<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      1553000 | PA      | $1117574.48    | 0.00%             | 2027-07-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      2500000 | PA      | $2761852.41    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      3479000 | PA      | $3945735.32    | 0.00%             | 2030-12-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sompo Japan Insurance Inc                                                        | SOMPO JAPAN INS                | CUSIP: N/A<br>LEI: 549300IOFUQ8JIFJOY25       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1275551.62    | 0.00%             | 2027-10-14      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      9000000 | PA      | $10910886.09   | 0.01%             | 2030-04-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     13100000 | PA      | $14863769.11   | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XEA0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      6723000 | PA      | $6360094.11    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      2819000 | PA      | $2916328.84    | 0.00%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6144216.69    | 0.01%             | 2079-12-31      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1034815.39    | 0.00%             | 2039-03-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: EJ9027123<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      1272000 | PA      | $1378342.75    | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     22465000 | PA      | $28117548.53   | 0.02%             | 2029-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4509553.39    | 0.00%             | 2028-03-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      6098000 | PA      | $8313646.70    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5253000 | PA      | $3836183.64    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: QZ3196651<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      7480000 | PA      | $9272814.95    | 0.01%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5803786.11    | 0.01%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    147029000 | PA      | $93113774.67   | 0.08%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    270000000 | PA      | $1766968.93    | 0.00%             | 2046-03-19      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4753927.66    | 0.00%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    221952000 | PA      | $259506210.04  | 0.23%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $12620608.98   | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    102757544 | PA      | $102717379.81  | 0.09%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6311250000 | PA      | $41138026.53   | 0.04%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      9200000 | PA      | $10770667.82   | 0.01%             | 2029-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      9689000 | PA      | $10107022.58   | 0.01%             | 2030-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     12112000 | PA      | $13495030.73   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      6835000 | PA      | $7687352.24    | 0.01%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      4400000 | PA      | $5045616.26    | 0.00%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     77840000 | PA      | $55768753.96   | 0.05%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BL6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $1079603.78    | 0.00%             | 2029-10-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      7087000 | PA      | $6227392.28    | 0.01%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     13000000 | PA      | $14945401.27   | 0.01%             | 2028-04-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7394950.07    | 0.01%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      4500000 | PA      | $4944946.90    | 0.00%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     53684000 | PA      | $26472937.01   | 0.02%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      2498000 | PA      | $2828658.50    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                        | ACHMEA BV                      | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |      2700000 | PA      | $3442862.72    | 0.00%             | 2044-11-02      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $96320.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      2094000 | PA      | $1931585.54    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      1900000 | PA      | $2109922.31    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BU2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3705000 | PA      | $4057415.00    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |     20000000 | PA      | $15947006.76   | 0.01%             | 2029-01-23      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $3575608.97    | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     22500000 | PA      | $26841012.96   | 0.02%             | 2028-07-19      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |     12000000 | PA      | $7724248.16    | 0.01%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    199062868 | PA      | $235553306.40  | 0.21%             | 2028-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     21163000 | PA      | $24690704.95   | 0.02%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      7000000 | PA      | $7424012.81    | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     21256000 | PA      | $23598051.70   | 0.02%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      3074000 | PA      | $4390609.08    | 0.00%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                 | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      2400000 | PA      | $3036576.81    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     13409000 | PA      | $15184368.01   | 0.01%             | 2028-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      5000000 | PA      | $5251010.87    | 0.00%             | 2038-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5501281.17    | 0.00%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    948040000 | PA      | $44534483.26   | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10248000 | PA      | $10676474.38   | 0.01%             | 2032-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |      5400000 | PA      | $6270131.82    | 0.01%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     46043000 | PA      | $52644750.79   | 0.05%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11000000000 | PA      | $65479122.06   | 0.06%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      5485000 | PA      | $5714101.92    | 0.01%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2986800000 | PA      | $16321554.75   | 0.01%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                 | WESTFIELD AMERIC               | CUSIP: AM9809428<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |      2100000 | PA      | $2581907.06    | 0.00%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $10718600.54   | 0.01%             | 2034-11-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |     12881000 | PA      | $14642392.86   | 0.01%             | 2027-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1202431.25    | 0.00%             | 2031-09-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8369443.71    | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3587000 | PA      | $3379768.63    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      3196000 | PA      | $3472085.77    | 0.00%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       189000 | PA      | $218420.12     | 0.00%             | 2043-06-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BK2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       200000 | PA      | $227128.40     | 0.00%             | 2027-03-13      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       325000 | PA      | $209583.68     | 0.00%             | 2028-04-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900QAEEZOGUK5F293       | Long             | DBT              | NUSS              | DE        |      2049000 | PA      | $2232714.59    | 0.00%             | 2029-02-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F40<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1847796.99    | 0.00%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $23619058.38   | 0.02%             | 2029-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2849357.51    | 0.00%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: EK0615147<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      1758000 | PA      | $1794177.37    | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2823399.88    | 0.00%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     11459000 | PA      | $10468511.85   | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11886760.20   | 0.01%             | 2033-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2330167.85    | 0.00%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      4000000 | PA      | $4420352.57    | 0.00%             | 2039-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6211198.34    | 0.01%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $3012120.25    | 0.00%             | 2028-12-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     55000000 | PA      | $66366332.36   | 0.06%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     17000000 | PA      | $20202378.03   | 0.02%             | 2034-03-21      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1467018.83    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2532000 | PA      | $2806816.53    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      7900000 | PA      | $9016577.09    | 0.01%             | 2031-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wods Transmission PLC                                                            | WODS TRANSMISSIO               | CUSIP: N/A<br>LEI: 2138004ZZ63SPEQ3W108       | Long             | DBT              | CORP              | GB        |       342897 | PA      | $423867.91     | 0.00%             | 2034-08-24      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       375000 | PA      | $434714.64     | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      1794000 | PA      | $2094914.35    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       934000 | PA      | $1197420.96    | 0.00%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      6180000 | PA      | $7143820.02    | 0.01%             | 2081-11-24      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZQ5359901<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   2372100000 | PA      | $14675490.51   | 0.01%             | 2029-11-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1521300000 | PA      | $9686355.30    | 0.01%             | 2027-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      8911000 | PA      | $9425421.92    | 0.01%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |      2500000 | PA      | $2795202.61    | 0.00%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $14897015.22   | 0.01%             | 2050-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     77460000 | PA      | $18913031.63   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     16305000 | PA      | $19988985.83   | 0.02%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      5500000 | PA      | $3917349.36    | 0.00%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      4000000 | PA      | $4838990.99    | 0.00%             | 2030-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2088418.38    | 0.00%             | 2055-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3204216.14    | 0.00%             | 2027-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | HANN BETEILG NDS               | CUSIP: N/A<br>LEI: 391200ZYVJJCJO6H7178       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $8948246.01    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10303000 | PA      | $4942319.29    | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     41000000 | PA      | $27372347.71   | 0.02%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      1545000 | PA      | $1465988.93    | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: AU2349861<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      3509000 | PA      | $3861307.54    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: EC5317408<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      4134000 | PA      | $5504707.30    | 0.00%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2869000 | PA      | $3380372.33    | 0.00%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BY8<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1461730.56    | 0.00%             | 2027-06-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5932792.43    | 0.01%             | 2027-06-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4035802.58    | 0.00%             | 2036-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     29681000 | PA      | $33451763.72   | 0.03%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                         | SHURGARD LUX                   | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      3900000 | PA      | $4548164.85    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2320784.17    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5795221.92    | 0.01%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      7438000 | PA      | $8303950.54    | 0.01%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Anchor Hanover Group                                                             | ANCHOR HANOVER G               | CUSIP: N/A<br>LEI: 213800GM9QX6ANDXAW94       | Long             | DBT              | CORP              | GB        |      4509000 | PA      | $2865429.69    | 0.00%             | 2051-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                               | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3227346.05    | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     26000000 | PA      | $32192102.50   | 0.03%             | 2032-11-13      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13000000000 | PA      | $84177340.86   | 0.07%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      2895000 | PA      | $3252730.71    | 0.00%             | 2027-03-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $5950827.31    | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13247850000 | PA      | $75221655.07   | 0.07%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBU3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6402000 | PA      | $6699930.47    | 0.01%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  52000000000 | PA      | $37003864.26   | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital City Link General Partnership                                            | CAPITAL CITY                   | CUSIP: 140006AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       349652 | PA      | $242132.83     | 0.00%             | 2046-03-31      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $5244398.89    | 0.00%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2312500000 | PA      | $15519883.61   | 0.01%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     10248000 | PA      | $12643875.73   | 0.01%             | 2032-03-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4117200000 | PA      | $26190091.34   | 0.02%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2587000 | PA      | $1843200.10    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     10675000 | PA      | $7589298.22    | 0.01%             | 2028-03-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| HSBC Continental Europe SA                                                       | HSBC FRANCE                    | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5642401.20    | 0.01%             | 2027-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     14655000 | PA      | $18032387.93   | 0.02%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     77534000 | PA      | $87500628.46   | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $17264182.78   | 0.02%             | 2028-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3865475.18    | 0.00%             | 2026-11-30      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7584000000 | PA      | $48467055.17   | 0.04%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 5 PLC                                                     | TESCO PROP FIN 5               | CUSIP: EJ0003859<br>LEI: 213800BN1HYPUZMXAF92 | Long             | DBT              | CORP              | GB        |      1079298 | PA      | $1422504.36    | 0.00%             | 2041-10-13      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $5489033.37    | 0.00%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-73324.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      6918000 | PA      | $8485052.07    | 0.01%             | 2027-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1543000 | PA      | $1091674.34    | 0.00%             | 2027-12-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22833.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     41967495 | PA      | $43254311.59   | 0.04%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    124791694 | PA      | $130352823.13  | 0.12%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    205000000 | PA      | $30947864.45   | 0.03%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       723000 | PA      | $878655.35     | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9684414.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      4868000 | PA      | $4026661.50    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   3970350000 | PA      | $7286617.22    | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAS7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $999131.13     | 0.00%             | 2033-10-28      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5894456.44    | 0.01%             | 2037-02-20      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Canada Post Corp                                                                 | CANADA POST CORP               | CUSIP: 13521JAB7<br>LEI: 549300O6E8FEF6XJHA57 | Long             | DBT              | NUSS              | CA        |      1861000 | PA      | $1371351.80    | 0.00%             | 2040-07-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AX9947695<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      5100000 | PA      | $6309162.31    | 0.01%             | 2030-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     75100000 | PA      | $460157.26     | 0.00%             | 2030-09-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Scotiabank Capital Trust                                                         | SCOTIABANK CAP                 | CUSIP: 80928BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2013000 | PA      | $1539182.24    | 0.00%             | 2056-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5868335.09    | 0.01%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      9680000 | PA      | $11821019.63   | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     20300000 | PA      | $15527753.23   | 0.01%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     16015000 | PA      | $20267998.92   | 0.02%             | 2035-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5989263.06    | 0.01%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    163083000 | PA      | $104113619.35  | 0.09%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Leeds Building Society                                                           | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |      6904000 | PA      | $8582230.82    | 0.01%             | 2027-10-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                              | PEABODY CAPTL                  | CUSIP: EI6076968<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $3540060.76    | 0.00%             | 2043-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $3721257.13    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AF3<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $326470.14     | 0.00%             | 2048-07-13      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2567848.94    | 0.00%             | 2035-08-24      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6954900000 | PA      | $37792784.89   | 0.03%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $1824345.24    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     10000000 | PA      | $11851844.12   | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                           | CASTELLUM HELSIN               | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |      4953000 | PA      | $5264855.41    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $5143395.55    | 0.00%             | 2032-03-02      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10280000 | PA      | $11796565.60   | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6028615.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5248516.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                       | UNITED UTIL WAT                | CUSIP: EC7876542<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |      3489000 | PA      | $4702433.00    | 0.00%             | 2027-12-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     64000000 | PA      | $14739694.09   | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11764941.23   | 0.01%             | 2030-11-13      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |     10700000 | PA      | $12130146.32   | 0.01%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |      7214000 | PA      | $7266038.30    | 0.01%             | 2031-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    149190000 | PA      | $179965151.46  | 0.16%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     62250000 | PA      | $43661392.38   | 0.04%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     10000000 | PA      | $12193976.02   | 0.01%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                        | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      2361000 | PA      | $2685702.47    | 0.00%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2353228.92    | 0.00%             | 2027-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3586150000 | PA      | $23630119.93   | 0.02%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      2040000 | PA      | $2649250.64    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1340317.18    | 0.00%             | 2029-06-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     19300000 | PA      | $19210706.19   | 0.02%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2363789.93    | 0.00%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16132.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $5854885.53    | 0.01%             | 2053-07-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4272150000 | PA      | $22456894.26   | 0.02%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      2543000 | PA      | $2886460.33    | 0.00%             | 2026-11-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430W7J7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1459446.58    | 0.00%             | 2035-01-24      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       847000 | PA      | $579611.12     | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      9000000 | PA      | $10671183.75   | 0.01%             | 2028-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3557776.35    | 0.00%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     45141000 | PA      | $28996736.78   | 0.03%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAJ1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      3697000 | PA      | $3610886.27    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      2771000 | PA      | $3819757.58    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EN5<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2046000 | PA      | $1511575.12    | 0.00%             | 2041-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |     14784000 | PA      | $17592333.92   | 0.02%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14214000000 | PA      | $73840554.03   | 0.07%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5916885.86    | 0.01%             | 2079-12-31      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      3852000 | PA      | $2164662.29    | 0.00%             | 2030-11-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10583450000 | PA      | $62390203.47   | 0.06%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4805676.11    | 0.00%             | 2033-04-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: AM1887562<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3446653.74    | 0.00%             | 2027-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4536937.59    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     19134000 | PA      | $21830500.01   | 0.02%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $6925154.59    | 0.01%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AE3<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      1848000 | PA      | $1434915.64    | 0.00%             | 2035-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      5400000 | PA      | $6249797.62    | 0.01%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: EC0801505<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       373000 | PA      | $517738.41     | 0.00%             | 2029-01-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2700000 | PA      | $2850557.35    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TW5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1919000 | PA      | $1197380.47    | 0.00%             | 2043-03-05      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZC1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14135000 | PA      | $10054565.99   | 0.01%             | 2027-11-30      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     48472000 | PA      | $52673400.94   | 0.05%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     43775000 | PA      | $58261041.28   | 0.05%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    600000000 | PA      | $27972528.36   | 0.02%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    536810000 | PA      | $120257039.63  | 0.11%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      2480000 | PA      | $1868135.70    | 0.00%             | 2034-01-16      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $11977182.31   | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7645000 | PA      | $9601171.92    | 0.01%             | 2028-10-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      3777000 | PA      | $4765442.91    | 0.00%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       697979 | PA      | $479028.13     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     62168000 | PA      | $40061397.45   | 0.04%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSL Finance Inc                                                                  | SSL FIN/FNCMT IN               | CUSIP: 78468QAA1<br>LEI: 549300IYS16MVT3XST19 | Long             | DBT              | CORP              | CA        |      1378501 | PA      | $942477.61     | 0.00%             | 2045-10-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      8710000 | PA      | $10033504.04   | 0.01%             | 2027-04-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      5142000 | PA      | $5853058.72    | 0.01%             | 2027-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                                | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      2000000 | PA      | $1880535.89    | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      9539000 | PA      | $11051388.78   | 0.01%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5124000 | PA      | $5633353.00    | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                           | CANADIAN UTILITI               | CUSIP: 136717BD6<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      1380000 | PA      | $990763.74     | 0.00%             | 2052-06-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS8777154<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     80504000 | PA      | $20072313.37   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      4151000 | PA      | $4508367.46    | 0.00%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |      4634000 | PA      | $4125748.38    | 0.00%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      5687000 | PA      | $6754053.72    | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $5986364.44    | 0.01%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      5124000 | PA      | $5686706.46    | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3077131.80    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2679.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      5000000 | PA      | $5955088.14    | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DG2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      5571000 | PA      | $5347197.69    | 0.00%             | 2033-03-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       461000 | PA      | $507135.28     | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     12895000 | PA      | $9094665.92    | 0.01%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Securitas Treasury Ireland DAC                                                   | SECURITAS TREASU               | CUSIP: N/A<br>LEI: 635400BJYMDVAXBPJ960       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5949734.66    | 0.01%             | 2030-02-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: AZ5408952<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1921545.33    | 0.00%             | 2034-07-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     14335000 | PA      | $7992637.76    | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6259353.80    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      9800000 | PA      | $7016055.86    | 0.01%             | 2033-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23000000 | PA      | $16647729.78   | 0.01%             | 2034-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $11174318.66   | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14279842.27   | 0.01%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |     10600000 | PA      | $6444620.31    | 0.01%             | 2033-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11152699.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     13100000 | PA      | $12961081.11   | 0.01%             | 2032-01-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     12816000 | PA      | $14987840.21   | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $1398004.79    | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCE1<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      4567000 | PA      | $3407961.14    | 0.00%             | 2028-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       300000 | PA      | $348691.64     | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5460372.77    | 0.00%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FIN CO                | CUSIP: 24477TAB6<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |      1870000 | PA      | $1343705.96    | 0.00%             | 2035-09-12      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     18700000 | PA      | $19361395.09   | 0.02%             | 2030-10-07      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1220000000 | PA      | $5600355.73    | 0.00%             | 2055-03-19      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    152075000 | PA      | $94499742.17   | 0.08%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CM1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1438582.58    | 0.00%             | 2027-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6036441.50    | 0.01%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    160000000 | PA      | $22419829.62   | 0.02%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14652000 | PA      | $16458318.21   | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      8600000 | PA      | $9517572.50    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                             | HEIMSTADEN BOSTA               | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $4642966.64    | 0.00%             | 2030-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $3049345.81    | 0.00%             | 2028-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8990650000 | PA      | $57703019.64   | 0.05%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6378661.45    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5500000000 | PA      | $35614536.05   | 0.03%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $6616807.92    | 0.01%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      9300000 | PA      | $5132613.31    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      6796000 | PA      | $4029686.15    | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                               | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $8469928.97    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     30000000 | PA      | $200962.47     | 0.00%             | 2029-04-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: N/A<br>LEI: 254900JOFV74IJ7H9933       | Long             | DBT              | CORP              | US        |      3147000 | PA      | $3644536.40    | 0.00%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AA0<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1466231.08    | 0.00%             | 2030-02-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2331002.03    | 0.00%             | 2029-06-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $2030841.55    | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 294105AC5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1493148.05    | 0.00%             | 2054-05-31      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       752000 | PA      | $934825.22     | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     11611000 | PA      | $11468400.85   | 0.01%             | 2035-05-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5694299.91    | 0.01%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAH9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $831914.81     | 0.00%             | 2052-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       418000 | PA      | $534007.74     | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    250000000 | PA      | $34817014.37   | 0.03%             | 2028-05-12      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     32683000 | PA      | $32284648.08   | 0.03%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $6110490.15    | 0.01%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1615163.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AK9<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       383000 | PA      | $313593.72     | 0.00%             | 2039-11-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |      1107000 | PA      | $1406051.53    | 0.00%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                 | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      6000000 | PA      | $6826759.92    | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     44301000 | PA      | $45808630.89   | 0.04%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-82770.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2668947.47    | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     12800000 | PA      | $10523173.48   | 0.01%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                    | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2155965.17    | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Quadgas Finance PLC                                                              | QUADGAS FIN PLC                | CUSIP: N/A<br>LEI: 549300VISZ55A4JZIN65       | Long             | DBT              | CORP              | GB        |      2379000 | PA      | $2922420.06    | 0.00%             | 2029-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3629532.28    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5348850000 | PA      | $35874550.57   | 0.03%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    154000000 | PA      | $21855653.41   | 0.02%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5503178.43    | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: AN8683541<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     66690000 | PA      | $70381915.83   | 0.06%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866B97<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      6800000 | PA      | $4884940.03    | 0.00%             | 2030-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     10000000 | PA      | $11454778.08   | 0.01%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $16000382.22   | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |     25000000 | PA      | $29195870.98   | 0.03%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $10452856.61   | 0.01%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      2800000 | PA      | $3584816.89    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: ZQ6650134<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     12776000 | PA      | $10192934.98   | 0.01%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     52315000 | PA      | $38823119.84   | 0.03%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                 | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |      5800000 | PA      | $5899951.63    | 0.01%             | 2031-01-29      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1608863.00    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4556200000 | PA      | $31024812.84   | 0.03%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179JZ9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2128000 | PA      | $1526665.63    | 0.00%             | 2030-04-09      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6386000 | PA      | $7323702.63    | 0.01%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     11400000 | PA      | $13299033.76   | 0.01%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      3219000 | PA      | $2228903.72    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AC9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $527779.20     | 0.00%             | 2042-07-30      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23948000 | PA      | $24345175.32   | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                                          | ICG PLC                        | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |      1395000 | PA      | $1538198.77    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |     25100000 | PA      | $29434864.08   | 0.03%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     10638000 | PA      | $12039003.23   | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       261300 | PA      | $97974.54      | 0.00%             | 2050-08-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  78000000000 | PA      | $55229682.68   | 0.05%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     14700000 | PA      | $14617401.60   | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      5418000 | PA      | $3836676.03    | 0.00%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      3092000 | PA      | $3467855.60    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      7900000 | PA      | $5280447.83    | 0.00%             | 2028-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2716000 | PA      | $3638169.22    | 0.00%             | 2035-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    176702000 | PA      | $190601044.97  | 0.17%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10941594.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      6901000 | PA      | $8543490.20    | 0.01%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2176357.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      4000000 | PA      | $3996586.77    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBJ1<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1898273.86    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAG2<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |     10819000 | PA      | $7214013.24    | 0.01%             | 2032-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     53475000 | PA      | $60395463.80   | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5851452.80    | 0.01%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     46393000 | PA      | $53943553.45   | 0.05%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     60769000 | PA      | $37448490.54   | 0.03%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    460000000 | PA      | $126315489.30  | 0.11%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1120502.42    | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5515000 | PA      | $5737574.82    | 0.01%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FIN CO                | CUSIP: 24477TAA8<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2362495.78    | 0.00%             | 2030-09-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     62936000 | PA      | $43617580.42   | 0.04%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      2021000 | PA      | $2122506.82    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       658000 | PA      | $547235.58     | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |      3500000 | PA      | $4214144.98    | 0.00%             | 2028-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6355181.42    | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: ZQ1681365<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5169916.53    | 0.00%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  83003340000 | PA      | $55400230.46   | 0.05%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     46100000 | PA      | $54050627.46   | 0.05%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114536.67     | 0.00%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $2998076.13    | 0.00%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    203269000 | PA      | $18829300.58   | 0.02%             | 2033-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     10000000 | PA      | $11733230.67   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     13800000 | PA      | $15487769.88   | 0.01%             | 2028-02-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      2254000 | PA      | $2570552.36    | 0.00%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DF6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3160000 | PA      | $2043791.71    | 0.00%             | 2042-12-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      1985000 | PA      | $2183948.68    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2796000 | PA      | $1503228.32    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10224000 | PA      | $11233824.55   | 0.01%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Morhomes PLC                                                                     | MORHOMES PLC                   | CUSIP: N/A<br>LEI: 213800YN2RFMRU87SB68       | Long             | DBT              | CORP              | GB        |       887000 | PA      | $927035.24     | 0.00%             | 2038-02-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: EI8604791<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2595198.69    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      5500000 | PA      | $5541012.52    | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1346000 | PA      | $913462.65     | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     13400000 | PA      | $13288915.89   | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     10584000 | PA      | $12127278.67   | 0.01%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      4539000 | PA      | $4810837.95    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |     12000000 | PA      | $13614179.44   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     10982000 | PA      | $12000610.29   | 0.01%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                   | FCC AQUALIA SA                 | CUSIP: N/A<br>LEI: 959800BYDMFZGPTXHN28       | Long             | DBT              | CORP              | ES        |      6750000 | PA      | $7860908.68    | 0.01%             | 2032-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      9722000 | PA      | $10719455.11   | 0.01%             | 2027-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     34254000 | PA      | $26998004.86   | 0.02%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2561000 | PA      | $2784048.94    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5470746.32    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2571620.67    | 0.00%             | 2041-02-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      3686000 | PA      | $4153500.49    | 0.00%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5795036.92    | 0.01%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1076247000 | PA      | $38407655.74   | 0.03%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     23180000 | PA      | $15255737.14   | 0.01%             | 2031-12-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      2254000 | PA      | $2570032.75    | 0.00%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854GY8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      4836000 | PA      | $3781375.13    | 0.00%             | 2029-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EX1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2134481.12    | 0.00%             | 2032-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $988633.42     | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5202359.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                            | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |       930000 | PA      | $588039.40     | 0.00%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $11553899.07   | 0.01%             | 2033-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Meadowhall Finance PLC                                                           | MEADOWHALL                     | CUSIP: N/A<br>LEI: 213800TPCOG55GYF9V34       | Long             | DBT              | CORP              | GB        |      1056981 | PA      | $1348961.51    | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9977631.81    | 0.01%             | 2028-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $11113503.76   | 0.01%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2185000 | PA      | $2724002.30    | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4864000 | PA      | $3093307.84    | 0.00%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3093650.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      3587000 | PA      | $3657480.12    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2588.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1130977.82    | 0.00%             | 2031-12-07      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT0215786<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $539134.90     | 0.00%             | 2038-06-30      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5600000000 | PA      | $35707203.95   | 0.03%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     11300000 | PA      | $8150934.00    | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3105590.05    | 0.00%             | 2039-03-04      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    123989143 | PA      | $63166197.63   | 0.06%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Plenary Properties LTAP LP                                                       | PLENARY PROPERTI               | CUSIP: 72908VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3066462 | PA      | $2538894.02    | 0.00%             | 2044-01-31      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    115726000 | PA      | $76355842.35   | 0.07%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10500000000 | PA      | $57831616.70   | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 374825AL1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $951126.55     | 0.00%             | 2031-11-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3596.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5851271.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5683507.65    | 0.01%             | 2035-08-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     52771000 | PA      | $61847444.61   | 0.05%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      7600000 | PA      | $8644121.14    | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     64000000 | PA      | $14701937.89   | 0.01%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     12262000 | PA      | $12643242.16   | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                      | TELEREAL SECUR                 | CUSIP: N/A<br>LEI: 213800HO84XTEA5NZO43       | Long             | DBT              | CORP              | GB        |       466052 | PA      | $628558.16     | 0.00%             | 2031-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1019000 | PA      | $759894.79     | 0.00%             | 2046-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     12981000 | PA      | $10784639.42   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Givaudan SA                                          | ARGENTUM NETH                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      9300000 | PA      | $10265971.91   | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      7300000 | PA      | $7963566.22    | 0.01%             | 2030-04-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4330713.39    | 0.00%             | 2038-09-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                            | EVERSHOLT FUND                 | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |      5765000 | PA      | $6072139.39    | 0.01%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $8670577.95    | 0.01%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      4155000 | PA      | $2771330.05    | 0.00%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-131766.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3610478.63    | 0.00%             | 2033-09-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      2500000 | PA      | $2525090.31    | 0.00%             | 2031-09-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      3092000 | PA      | $3762908.68    | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      1299000 | PA      | $1443475.39    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Housing & Care 21                                                                | HOUSING AND CARE               | CUSIP: AP7311065<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |      1640000 | PA      | $1457407.16    | 0.00%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  12137000000 | PA      | $9400417.65    | 0.01%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $6051932.88    | 0.01%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      2769000 | PA      | $2753518.40    | 0.00%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     20238000 | PA      | $10007788.07   | 0.01%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    466275000 | PA      | $15110681.43   | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     15960000 | PA      | $20664583.58   | 0.02%             | 2029-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8394861.85    | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |     15300000 | PA      | $17120214.07   | 0.02%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      5980000 | PA      | $6953700.16    | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $620243.20     | 0.00%             | 2030-06-24      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11085814.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      5100000 | PA      | $3148919.50    | 0.00%             | 2029-05-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      8000000 | PA      | $9406633.27    | 0.01%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    100000000 | PA      | $14980976.86   | 0.01%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $3643710.56    | 0.00%             | 2031-01-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $11813453.96   | 0.01%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     48637318 | PA      | $52375389.06   | 0.05%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $8662532.59    | 0.01%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3363919.38    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4405143.49    | 0.00%             | 2028-06-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                               | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |      4381000 | PA      | $4982187.87    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     62200000 | PA      | $44192653.20   | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: AQ7115290<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5440689.81    | 0.00%             | 2030-01-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      9218000 | PA      | $9998602.67    | 0.01%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      1840000 | PA      | $1535468.07    | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAN1<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2547000 | PA      | $1448688.13    | 0.00%             | 2041-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  25516000000 | PA      | $1711565.56    | 0.00%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                   | TATRA BANKA AS                 | CUSIP: N/A<br>LEI: 3157002JBFAI478MD587       | Long             | DBT              | CORP              | SK        |      9000000 | PA      | $10386596.87   | 0.01%             | 2031-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      5938000 | PA      | $6466321.33    | 0.01%             | 2029-09-24      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2616203.77    | 0.00%             | 2029-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-352970.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     76549000 | PA      | $2923175.85    | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                                    | HYDRO ONE LTD                  | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      3359000 | PA      | $2343912.86    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     11418000 | PA      | $13194812.29   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBC4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2044000 | PA      | $2796389.60    | 0.00%             | 2029-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     78080000 | PA      | $7503185.64    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 598682000000 | PA      | $39514768.81   | 0.04%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4211000 | PA      | $3042990.10    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3759750.31    | 0.00%             | 2027-02-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS9924839<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      4195000 | PA      | $4890638.12    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7640850000 | PA      | $48078106.31   | 0.04%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |      2653000 | PA      | $2415348.42    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      9100000 | PA      | $10221058.84   | 0.01%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      5843000 | PA      | $6959723.49    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $7142823.49    | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    512400000 | PA      | $3151003.32    | 0.00%             | 2030-06-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: EK9143240<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2800000 | PA      | $3514445.88    | 0.00%             | 2037-06-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAE7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      2166000 | PA      | $1583860.80    | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2574000 | PA      | $3017491.71    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    116708000 | PA      | $34379541.74   | 0.03%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852KN0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2070000 | PA      | $1742369.57    | 0.00%             | 2043-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     16396000 | PA      | $17170461.66   | 0.02%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      6471000 | PA      | $5748234.97    | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    307400000 | PA      | $2137411.38    | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $609545.07     | 0.00%             | 2033-08-25      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     14734000 | PA      | $16687032.92   | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      3735000 | PA      | $5080181.24    | 0.00%             | 2036-06-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: EH6315145<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      3961000 | PA      | $5897309.77    | 0.01%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     74537782 | PA      | $72827075.91   | 0.06%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      3050000 | PA      | $1484736.23    | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2184754.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     28656000 | PA      | $32301056.57   | 0.03%             | 2026-12-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: ZQ3760001<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     21000000 | PA      | $23696303.80   | 0.02%             | 2026-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                          | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3525173.42    | 0.00%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      5053000 | PA      | $5627833.89    | 0.01%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3945000 | PA      | $4716504.25    | 0.00%             | 2054-10-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      8465000 | PA      | $11260507.47   | 0.01%             | 2034-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    813480000 | PA      | $39778753.90   | 0.04%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3545000 | PA      | $2534250.75    | 0.00%             | 2037-06-01      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      9500000 | PA      | $11522821.55   | 0.01%             | 2033-05-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HD2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1990000 | PA      | $1493132.67    | 0.00%             | 2029-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2300000 | PA      | $2361589.71    | 0.00%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1215842.58    | 0.00%             | 2033-08-26      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5291218.19    | 0.00%             | 2032-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4884738.13    | 0.00%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     31282000 | PA      | $27308236.68   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    188810000 | PA      | $8669982.94    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4429008.97    | 0.00%             | 2032-05-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    170000000 | PA      | $25642220.32   | 0.02%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1254000 | PA      | $661050.90     | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6526044.89    | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     23634374 | PA      | $28055433.73   | 0.02%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | Long             | DBT              | CORP              | US        |      1216000 | PA      | $1141810.86    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     14007000 | PA      | $9947013.01    | 0.01%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Malakoff Humanis Prevoyance                                                      | MALAKOFF HUMANIS               | CUSIP: N/A<br>LEI: 969500UDOCU0ZBDSQN62       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3552880.93    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     38443000 | PA      | $27125441.65   | 0.02%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     17266000 | PA      | $21248014.86   | 0.02%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AL7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4243686.36    | 0.00%             | 2029-11-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10072984.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      4818000 | PA      | $3431583.62    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $9154898.19    | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | DBT              | CORP              | CA        |     12800000 | PA      | $14384301.09   | 0.01%             | 2027-01-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5207363.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    100000000 | PA      | $10659614.22   | 0.01%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    580000000 | PA      | $61195526.64   | 0.05%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     55110000 | PA      | $47690592.19   | 0.04%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    250000000 | PA      | $37921653.97   | 0.03%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      3400000 | PA      | $3279551.57    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1129257.07    | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $64734527.29   | 0.06%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1096428.18    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $7136115.15    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1100000000 | PA      | $35193788.16   | 0.03%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      1326000 | PA      | $915934.68     | 0.00%             | 2028-12-18      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5549950000 | PA      | $37011140.38   | 0.03%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464HE8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      4547000 | PA      | $2232234.17    | 0.00%             | 2051-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                       | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800SN9HLGE6532G57       | Long             | DBT              | CORP              | GB        |      2269000 | PA      | $2738202.31    | 0.00%             | 2036-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $767727.85     | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1833209.07    | 0.00%             | 2035-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $313575.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      4207000 | PA      | $4541438.09    | 0.00%             | 2028-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |      5100000 | PA      | $6167292.07    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      5053000 | PA      | $4593581.25    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2848218.46    | 0.00%             | 2026-11-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2503236.18    | 0.00%             | 2043-03-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2126500000 | PA      | $14179325.65   | 0.01%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    500000000 | PA      | $52381153.13   | 0.05%             | 2030-11-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6000000000 | PA      | $38147046.91   | 0.03%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     10562000 | PA      | $2631428.99    | 0.00%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      7299000 | PA      | $7916830.39    | 0.01%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    115401000 | PA      | $65059074.85   | 0.06%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      5124000 | PA      | $4041079.06    | 0.00%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     20000000 | PA      | $21011876.91   | 0.02%             | 2029-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      5900000 | PA      | $5866009.06    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fukuoka Prefecture                                                               | FUKUOKA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    350000000 | PA      | $1278898.32    | 0.00%             | 2049-06-18      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3727262.04    | 0.00%             | 2030-09-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      5269000 | PA      | $6822312.87    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      7686000 | PA      | $5456084.07    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $3438614.70    | 0.00%             | 2037-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      1250000 | PA      | $1252635.11    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8316950000 | PA      | $53449509.79   | 0.05%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     53794000 | PA      | $41273165.47   | 0.04%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $412657.58     | 0.00%             | 2048-04-30      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      5000000 | PA      | $5429687.77    | 0.00%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance UK PLC                                                          | SWISS RE FIN UK                | CUSIP: N/A<br>LEI: 549300C654ZPQWG3JF34       | Long             | DBT              | CORP              | GB        |      6300000 | PA      | $6854943.12    | 0.01%             | 2052-06-04      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     67731000 | PA      | $72295675.27   | 0.06%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6543000 | PA      | $8035981.14    | 0.01%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8153420.26    | 0.01%             | 2030-08-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      3188000 | PA      | $4202568.38    | 0.00%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130255.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     12065000 | PA      | $13670247.46   | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: BRS3UTCV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |  66511000000 | PA      | $5139090.60    | 0.00%             | 2037-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      5892000 | PA      | $6564059.32    | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     11316000 | PA      | $12418647.60   | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2241959.80    | 0.00%             | 2048-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6021231.81    | 0.01%             | 2030-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    600000000 | PA      | $3824171.70    | 0.00%             | 2029-06-20      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     44718000 | PA      | $38109161.78   | 0.03%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1974873.19    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6227600000 | PA      | $27596960.21   | 0.02%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9900000000 | PA      | $55823428.27   | 0.05%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       300000 | PA      | $379029.83     | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1370.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      4034000 | PA      | $4789694.08    | 0.00%             | 2031-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $6056931.76    | 0.01%             | 2027-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $4058071.34    | 0.00%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $6779116.18    | 0.01%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      9260000 | PA      | $7253195.25    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     17500000 | PA      | $24448651.44   | 0.02%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: LW0799434<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     12500000 | PA      | $14288033.99   | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      5400000 | PA      | $6410346.86    | 0.01%             | 2044-05-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $5777939.08    | 0.01%             | 2029-09-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                 | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |      7500000 | PA      | $8691122.06    | 0.01%             | 2032-09-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2650937.57    | 0.00%             | 2033-11-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |      2762000 | PA      | $3338637.97    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     23177000 | PA      | $16301776.90   | 0.01%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8200242.06    | 0.01%             | 2032-10-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23082000 | PA      | $17421032.32   | 0.02%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |      5087000 | PA      | $5069093.36    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1542564.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       486000 | PA      | $566471.38     | 0.00%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      3245000 | PA      | $3870207.64    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |    176009000 | PA      | $198626941.43  | 0.18%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3058288.82    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      4400000 | PA      | $4286673.24    | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3614277.98    | 0.00%             | 2030-12-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6051944.17    | 0.01%             | 2028-01-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10165900000 | PA      | $53274533.85   | 0.05%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      1213000 | PA      | $889241.91     | 0.00%             | 2028-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4746525.91    | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12167000 | PA      | $15306315.60   | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    200000000 | PA      | $1273846.21    | 0.00%             | 2028-07-13      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3000000000 | PA      | $19874812.15   | 0.02%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5834100.81    | 0.01%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $2921987.12    | 0.00%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2543000 | PA      | $2333995.66    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $4732579.95    | 0.00%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1950000 | PA      | $1399932.74    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $12245320.82   | 0.01%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2390670000 | PA      | $7172575.97    | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1690900000 | PA      | $10866842.99   | 0.01%             | 2026-12-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     12500000 | PA      | $12606803.11   | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $746546.15     | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $4037120.91    | 0.00%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20251203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1040086.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AJ3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      5021000 | PA      | $3667980.92    | 0.00%             | 2030-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     17700000 | PA      | $19836085.68   | 0.02%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      4752000 | PA      | $4918655.16    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5279916.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3550000 | PA      | $3905318.07    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     25000000 | PA      | $26154177.32   | 0.02%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 53947ZAY3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1272000 | PA      | $1014381.34    | 0.00%             | 2036-01-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-458271.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANC                | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7630376.02    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10941579.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |      1500000 | PA      | $1682030.30    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       383000 | PA      | $417895.51     | 0.00%             | 2045-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5759298.43    | 0.01%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |      1370000 | PA      | $942039.39     | 0.00%             | 2030-06-19      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      2243000 | PA      | $2369866.06    | 0.00%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     60997000 | PA      | $68314965.26   | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1957139.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     44750000 | PA      | $42033600.53   | 0.04%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     12923000 | PA      | $8742688.06    | 0.01%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  22600000000 | PA      | $141755086.76  | 0.13%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      4000000 | PA      | $5603006.80    | 0.00%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      7304000 | PA      | $5237164.59    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $4117685.05    | 0.00%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    137200000 | PA      | $4577639.49    | 0.00%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $37820074.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       785000 | PA      | $795327.08     | 0.00%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      5585000 | PA      | $6912685.25    | 0.01%             | 2028-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     66928000 | PA      | $48546747.68   | 0.04%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CT4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      1266000 | PA      | $1491490.50    | 0.00%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     82667000 | PA      | $24762790.82   | 0.02%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3982.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251105           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3191290.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: N/A<br>LEI: 549300C3HATU4Q460S18       | Long             | DBT              | CORP              | US        |      5100000 | PA      | $5986393.69    | 0.01%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2450845.18    | 0.00%             | 2028-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     38887000 | PA      | $39955551.39   | 0.04%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDL5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2671000 | PA      | $2932757.01    | 0.00%             | 2035-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZBF2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      3620000 | PA      | $3141917.13    | 0.00%             | 2035-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      5500000 | PA      | $6186412.45    | 0.01%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4480300000 | PA      | $27327036.17   | 0.02%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2356927.73    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      2094000 | PA      | $2387825.83    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     23700000 | PA      | $17682248.01   | 0.02%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |      4000000 | PA      | $4657936.80    | 0.00%             | 2028-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4730615.08    | 0.00%             | 2034-07-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $7374676.97    | 0.01%             | 2032-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       505000 | PA      | $328105.66     | 0.00%             | 2027-01-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $5193182.02    | 0.00%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      7686000 | PA      | $8691309.91    | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     74407000 | PA      | $89725605.43   | 0.08%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3900000 | PA      | $2750595.44    | 0.00%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $8074807.73    | 0.01%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Finance PLC                                                       | WELLCOME TRUST F               | CUSIP: N/A<br>LEI: 549300U3Y9NRYP7NOM09       | Long             | DBT              | CORP              | GB        |      4454000 | PA      | $5749919.05    | 0.01%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAB0<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      5102000 | PA      | $4261573.59    | 0.00%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      5087000 | PA      | $5738278.79    | 0.01%             | 2026-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10738649.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     80650000 | PA      | $11807103.76   | 0.01%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     20400000 | PA      | $18621796.15   | 0.02%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      7300000 | PA      | $7502309.47    | 0.01%             | 2034-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3061000 | PA      | $2037490.25    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5721800000 | PA      | $33591168.89   | 0.03%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      8100000 | PA      | $9102868.04    | 0.01%             | 2028-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      2548000 | PA      | $3372237.80    | 0.00%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |       530000 | PA      | $345756.88     | 0.00%             | 2027-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     21400000 | PA      | $24167360.80   | 0.02%             | 2028-01-21      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    162103000 | PA      | $179814978.95  | 0.16%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251103           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $76496.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5711484.20    | 0.01%             | 2027-04-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  57990000000 | PA      | $38835480.72   | 0.03%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3197500.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHG Treasury PLC                                                                 | WHG TREASURY                   | CUSIP: N/A<br>LEI: 984500477D9DBB3BD757       | Long             | DBT              | CORP              | GB        |      2394000 | PA      | $2599569.89    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |     13933000 | PA      | $16305701.73   | 0.01%             | 2079-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5908621.36    | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    115000000 | PA      | $134086360.58  | 0.12%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9129043.78    | 0.01%             | 2027-01-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2767000 | PA      | $2933928.14    | 0.00%             | 2030-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     94000000 | PA      | $11362088.73   | 0.01%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5830912.00    | 0.01%             | 2032-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAA9<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      6195000 | PA      | $4451332.43    | 0.00%             | 2027-10-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5124000 | PA      | $3573545.94    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $17307979.45   | 0.02%             | 2034-05-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                                | BASELLAND KANTBK               | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | DBT              | CORP              | CH        |      2545000 | PA      | $3138240.37    | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5101150000 | PA      | $33475188.83   | 0.03%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9693287.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2866900.90    | 0.00%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      2273000 | PA      | $1396606.78    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      1170000 | PA      | $713015.45     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5585000 | PA      | $3781850.37    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                 | KARBON HOMES LTD               | CUSIP: N/A<br>LEI: 213800S6NLZ9IH9TGB49       | Long             | DBT              | CORP              | GB        |      3815000 | PA      | $3495360.21    | 0.00%             | 2047-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    770000000 | PA      | $24086971.64   | 0.02%             | 2030-03-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-163482.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      5000000 | PA      | $5812923.74    | 0.01%             | 2035-06-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1297000 | PA      | $1137288.59    | 0.00%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4924881.33    | 0.00%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAD9<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      2100000 | PA      | $1484365.88    | 0.00%             | 2044-06-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5962318.14    | 0.01%             | 2030-01-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBR7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2142000 | PA      | $1501324.44    | 0.00%             | 2044-11-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 136000000000 | PA      | $96936943.60   | 0.09%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      2574000 | PA      | $2570091.38    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     24849000 | PA      | $19157105.83   | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |      5053000 | PA      | $5101150.40    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |      3300000 | PA      | $3591210.93    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179KB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1158316.12    | 0.00%             | 2029-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     14000000 | PA      | $12650794.75   | 0.01%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      8500000 | PA      | $9166655.97    | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     26100000 | PA      | $28754196.65   | 0.03%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     51520529 | PA      | $55912143.30   | 0.05%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $5900129.21    | 0.01%             | 2030-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TC Dudgeon Ofto PLC                                                              | TC DUDGEON                     | CUSIP: N/A<br>LEI: 213800XMRT4PFW52JR39       | Long             | DBT              | CORP              | GB        |       649003 | PA      | $737410.23     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3731946.75    | 0.00%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      7813000 | PA      | $7759220.94    | 0.01%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      8992000 | PA      | $7804355.26    | 0.01%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     42540000 | PA      | $32371552.38   | 0.03%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10248000 | PA      | $12614807.65   | 0.01%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      7500000 | PA      | $7768646.42    | 0.01%             | 2032-04-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 05573CAA7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $7236874.98    | 0.01%             | 2035-09-03      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      7552000 | PA      | $3239026.40    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      2094000 | PA      | $2630013.65    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                         | COCA-COLA HBC BV               | CUSIP: N/A<br>LEI: 549300BXVNOCYQ83FU09       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $9681301.60    | 0.01%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3150000 | PA      | $2512853.97    | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      6125000 | PA      | $6954074.11    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BW1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      3333000 | PA      | $3586247.24    | 0.00%             | 2037-07-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4597443.37    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    126036000 | PA      | $146757473.28  | 0.13%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                              | WSO FINANCE PTY                | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |      2180000 | PA      | $1433239.62    | 0.00%             | 2027-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $641503.21     | 0.00%             | 2027-04-23      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      2294000 | PA      | $1794323.37    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $713229.47     | 0.00%             | 2029-06-12      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      2735000 | PA      | $2655961.21    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      8400000 | PA      | $4945878.75    | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5762000 | PA      | $6630907.92    | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      4300000 | PA      | $4783355.10    | 0.00%             | 2027-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: ZR5723914<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7477420.08    | 0.01%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9410300000 | PA      | $35594552.87   | 0.03%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $3698185.73    | 0.00%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      8352000 | PA      | $9352400.11    | 0.01%             | 2027-04-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     19003000 | PA      | $10437606.57   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      3648000 | PA      | $4261144.51    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: AV3549434<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1720040.43    | 0.00%             | 2027-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     13100000 | PA      | $14313218.37   | 0.01%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     74000000 | PA      | $7298077.42    | 0.01%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     17450000 | PA      | $19748574.47   | 0.02%             | 2034-08-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PAC RR                | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       892000 | PA      | $749611.86     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-354685.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9179865.51    | 0.01%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Integrated Team Solutions SJHC Partnership                                       | ST JOES HLTHCARE               | CUSIP: 45824RAA7<br>LEI: 549300NFW3LFKA3QPH56 | Long             | DBT              | CORP              | CA        |        71698 | PA      | $56850.69      | 0.00%             | 2042-11-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    149763340 | PA      | $161936144.93  | 0.14%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     25000000 | PA      | $27945804.70   | 0.02%             | 2027-04-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     51500000 | PA      | $37184670.71   | 0.03%             | 2034-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1362427.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12323526.05   | 0.01%             | 2030-04-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |     26228000 | PA      | $28384046.65   | 0.03%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20251104           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $977661.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     20206000 | PA      | $12920242.20   | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ontario Infrastructure & Lands Corp                                              | ONTARIO INFRA PR               | CUSIP: 683086AA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       915000 | PA      | $687958.92     | 0.00%             | 2037-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                                          | ICG PLC                        | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |      3400000 | PA      | $3863887.75    | 0.00%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4125000 | PA      | $3966899.71    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2294455.12    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     10500000 | PA      | $12022177.22   | 0.01%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $612819.48     | 0.00%             | 2030-09-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2719358.82    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |      3843000 | PA      | $5125958.17    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      9000000 | PA      | $9976616.07    | 0.01%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                   | LONZA FINANCE IN               | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5867840.60    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      6000000 | PA      | $6923784.47    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                  | UPM-KYMMENE OYJ                | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | DBT              | CORP              | FI        |      7000000 | PA      | $7066030.60    | 0.01%             | 2031-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    600000000 | PA      | $19690088.76   | 0.02%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    200000000 | PA      | $21477264.28   | 0.02%             | 2030-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4200076.54    | 0.00%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                                | PARADIGM HOMES                 | CUSIP: N/A<br>LEI: 213800I54XR2I9HM3X58       | Long             | DBT              | CORP              | GB        |      2777000 | PA      | $1911914.53    | 0.00%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     12645000 | PA      | $6762790.87    | 0.01%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $6020017.50    | 0.01%             | 2029-08-21      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     15981000 | PA      | $8438079.66    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8365774.82    | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Canada Inc                                                                   | BMW CANADA INC                 | CUSIP: 05590HBC0<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $872056.95     | 0.00%             | 2027-02-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5700000 | PA      | $4227702.05    | 0.00%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8118235.89    | 0.01%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      3700000 | PA      | $2574194.11    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2548000 | PA      | $2477930.49    | 0.00%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      7448000 | PA      | $8328584.52    | 0.01%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAX4<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1310775.45    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      2214000 | PA      | $1934009.12    | 0.00%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      7000000 | PA      | $4651320.28    | 0.00%             | 2034-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer