# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-26-005686
**Filing Date:** 2026-6
**Character Count:** 324516
**Document Hash:** 1d19f046d0ef50872961fcdbed51a634
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005686.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001004726-26-005686

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 261133281

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** Dimensional International Core Fixed Income ETF

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1557679891.06

**Total Liabilities:** $36823713.93

**Net Assets:** $1520856177.13

**Cash Not Reported:** $20657697.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1151.70662014 | **1-Year:** -31701.00060884 | **5-Year:** -288584.36358492 | **10-Year:** -432398.90678452 | **30-Year:** -27153.39449045

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244777 | 1.39%                | -2.59%               | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-420447.59              | $4908588.75                                |
| Month 2  | $-6202755.05             | $-78030942.47                              |
| Month 3  | $4167393.60              | $35830648.29                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |   19625000 | PA      | $14479475.24  | 0.95%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    1000000 | PA      | $743406.07    | 0.05%             | 2033-12-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                             | ALIMENTATION COUCHE TARD INC                    | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $118830.48    | 0.01%             | 2030-09-25      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                             | PRUDENTIAL PLC                                  | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $103838.23    | 0.01%             | 2029-05-11      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| The Bell Telephone Company of Canada or Bell Canada       | BELL TELEPHONE CO OF CANADA OR BELL CANADA      | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $4577959.00   | 0.30%             | 2034-08-24      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     320735 | NS      | $435828.64    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |      34024 | NS      | $24997.76     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| AUSTRALIAN DOLLAR                                         | AUSTRALIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |     280152 | NS      | $201415.16    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| NEW ZEALAND DOLLAR                                        | NEW ZEALAND DOLLAR                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NZ        |     190919 | NS      | $112403.67    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Brookfield Corporation                                    | BROOKFIELD CORP                                 | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $72344.50     | 0.00%             | 2035-06-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                              | JAPANESE YEN                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |      43782 | NS      | $279.39       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SWISS FRANC                                               | SWISS FRANC                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CH        |         50 | NS      | $63.93        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    2000000 | PA      | $1342076.26   | 0.09%             | 2031-06-18      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   17525000 | PA      | $13169179.34  | 0.87%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     800000 | PA      | $589728.90    | 0.04%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    4000000 | PA      | $3068665.05   | 0.20%             | 2037-06-18      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    4900000 | PA      | $3795834.99   | 0.25%             | 2040-06-18      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     700000 | PA      | $504621.26    | 0.03%             | 2032-06-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    8300000 | PA      | $6047700.39   | 0.40%             | 2033-06-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709GR7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    1567000 | PA      | $1133142.13   | 0.07%             | 2036-06-18      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7300000 | PA      | $5722918.96   | 0.38%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   18602000 | PA      | $14151514.89  | 0.93%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7200000 | PA      | $5404417.02   | 0.36%             | 2032-06-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2082000 | PA      | $1453514.70   | 0.10%             | 2032-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1529000 | PA      | $1079129.58   | 0.07%             | 2033-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     441000 | PA      | $317243.95    | 0.02%             | 2035-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Canada                                                    | CANADIAN GOVERNMENT BOND                        | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3852000 | PA      | $3248602.07   | 0.21%             | 2033-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Canada Housing Trust No. 1                                | CANADA HOUSING TRUST NO 1                       | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1039894.20   | 0.07%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Canadian National Railway Company                         | CANADIAN NATIONAL RAILWAY CO                    | CUSIP: 136375DE9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1496921.61   | 0.10%             | 2033-05-10      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                         | CANADIAN NATL RY CO SR GLBL                     | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $295482.40    | 0.02%             | 2030-05-10      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |     549940 | NS      | $645106.08    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| DAIMLER TRUCK FINANCE CANADA INC.                         | DAIMLER TRUCK FINANCE CANADA INC                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |     243000 | PA      | $178042.89    | 0.01%             | 2026-12-15      | Fixed         | 2.46%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $163301.74    | 0.01%             | 2042-08-27      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $675960.62    | 0.04%             | 2044-03-11      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $195897.55    | 0.01%             | 2029-10-03      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $112685.03    | 0.01%             | 2027-12-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     884000 | PA      | $646194.84    | 0.04%             | 2031-03-03      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                               | GLAXOSMITHKLINE CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $102833.58    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     600000 | PA      | $765279.02    | 0.05%             | 2036-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $225430.90    | 0.01%             | 2029-05-31      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AR8<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $398163.25    | 0.03%             | 2033-11-08      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     124000 | PA      | $176549.58    | 0.01%             | 2032-06-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1900000 | PA      | $1656982.59   | 0.11%             | 2035-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1600000 | PA      | $1362556.76   | 0.09%             | 2040-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    6000000 | PA      | $4988979.50   | 0.33%             | 2037-03-05      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    6000000 | PA      | $4543398.72   | 0.30%             | 2038-03-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2500000 | PA      | $1847641.61   | 0.12%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   11800000 | PA      | $8925120.86   | 0.59%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2796000 | PA      | $2016423.19   | 0.13%             | 2035-06-02      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VK8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |     607000 | PA      | $436035.69    | 0.03%             | 2036-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    3000000 | PA      | $2219572.40   | 0.15%             | 2034-12-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    2377000 | PA      | $1585365.22   | 0.10%             | 2038-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     800000 | PA      | $605598.41    | 0.04%             | 2032-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    1750000 | PA      | $1319089.34   | 0.09%             | 2033-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                          | CITY OF MONTREAL CANADA                         | CUSIP: 614853FJ3<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    2150000 | PA      | $1554204.69   | 0.10%             | 2035-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  480000000 | PA      | $3179477.36   | 0.21%             | 2029-09-20      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  450000000 | PA      | $3003934.14   | 0.20%             | 2030-11-20      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                   | PROVINCE OF NOVA SCOTIA CANADA                  | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              |  | CA        |     844000 | PA      | $632097.77    | 0.04%             | 2041-06-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                   | PROVINCE OF NOVA SCOTIA CANADA                  | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              |  | CA        |    5000000 | PA      | $3647931.82   | 0.24%             | 2035-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     783000 | PA      | $589536.70    | 0.04%             | 2041-06-02      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     600000 | PA      | $498734.85    | 0.03%             | 2033-03-08      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     625000 | PA      | $519432.81    | 0.03%             | 2035-06-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    6000000 | PA      | $4628609.21   | 0.30%             | 2037-06-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    4000000 | PA      | $3024583.06   | 0.20%             | 2032-02-02      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    5400000 | PA      | $3965514.66   | 0.26%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    9680000 | PA      | $7296875.17   | 0.48%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   13100000 | PA      | $9597138.34   | 0.63%             | 2034-12-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    9072000 | PA      | $6512164.34   | 0.43%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    1200000 | PA      | $881128.50    | 0.06%             | 2035-12-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBQ9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3253000 | PA      | $2396288.24   | 0.16%             | 2030-11-19      | Floating      | 2.70%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68334ZAA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     575000 | PA      | $418261.70    | 0.03%             | 2036-06-02      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU SA                                            | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              |  | FR        |     580000 | PA      | $774699.42    | 0.05%             | 2035-01-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                | TENNESSEE VALLEY AUTHORITY                      | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     220000 | PA      | $302988.98    | 0.02%             | 2032-06-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| KfW                                                       | KREDITANSTALT FUER WIEDERAUFBAU                 | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              |  | DE        |     123000 | PA      | $176415.89    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     190000 | PA      | $267173.17    | 0.02%             | 2032-04-23      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     855000 | PA      | $1215765.53   | 0.08%             | 2032-06-07      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     400000 | PA      | $333935.79    | 0.02%             | 2036-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6437000 | PA      | $5039928.39   | 0.33%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     352000 | PA      | $272147.65    | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     491000 | PA      | $340381.21    | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6000000 | PA      | $3996076.70   | 0.26%             | 2031-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFM0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    5000000 | PA      | $3455734.33   | 0.23%             | 2031-05-27      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2162905.00   | 0.14%             | 2032-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    7337000 | PA      | $5348716.66   | 0.35%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3175000 | PA      | $2431717.36   | 0.16%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    8833000 | PA      | $6500052.26   | 0.43%             | 2035-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                               | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | FR        |      85000 | PA      | $108528.93    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | VEOLIA ENVIRONNEMENT SA                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      40000 | PA      | $54265.38     | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $137042.19    | 0.01%             | 2034-01-23      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                | ROGERS COMMUNICATIONS INC                       | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2650000 | PA      | $2129501.14   | 0.14%             | 2040-08-25      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Province of Saskatchewan                                  | PROVINCE OF SASKATCHEWAN CANADA                 | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |     299000 | PA      | $218054.06    | 0.01%             | 2035-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| TELUS CORPORATION                                         | TELUS CORP                                      | CUSIP: 87971MAU7<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    2350000 | PA      | $1707725.37   | 0.11%             | 2043-11-26      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TELUS CORPORATION                                         | TELUS CORP                                      | CUSIP: 87971MAW3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    3721000 | PA      | $2598056.82   | 0.17%             | 2044-04-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| TELUS CORPORATION                                         | TELUS CORP                                      | CUSIP: 87971MCB7<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $118706.52    | 0.01%             | 2030-09-09      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $1748523.25   | 0.11%             | 2041-11-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $74694.64     | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     228000 | PA      | $176326.03    | 0.01%             | 2030-07-15      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1801405.91   | 0.12%             | 2026-10-31      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                         | AUSTRALIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -7835215 | OU      | $126932.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                         | AUSTRALIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |    -874114 | OU      | $13859.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                         | AUSTRALIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -1873316 | OU      | $42320.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                         | AUSTRALIAN DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -5412225 | OU      | $122817.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     793000 | PA      | $1038579.03   | 0.07%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    7132000 | PA      | $9640765.22   | 0.63%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      64000 | PA      | $79328.45     | 0.01%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                              | SEGRO PLC                                       | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1890198.40   | 0.12%             | 2035-06-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                  | GENERAL ELECTRIC CO                             | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      92000 | PA      | $110758.38    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      60000 | PA      | $81351.38     | 0.01%             | 2029-03-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 4725650000 | PA      | $30059241.29  | 1.98%             | 2036-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     225000 | PA      | $290803.98    | 0.02%             | 2026-09-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1715664.77   | 0.11%             | 2035-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     515000 | PA      | $651162.14    | 0.04%             | 2039-01-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ENEL - SPA                                                | ENEL SPA                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $522665.67    | 0.03%             | 2037-06-22      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1842419.03   | 0.12%             | 2037-10-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GE CAPITAL UK FUNDING UNLIMITED COMPANY                   | GE CAPITAL UK FUNDING UNLIMITED CO              | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |     146000 | PA      | $203584.95    | 0.01%             | 2033-01-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     674000 | PA      | $888980.04    | 0.06%             | 2040-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    4282000 | PA      | $6233771.65   | 0.41%             | 2038-06-25      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                         | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    3058000 | PA      | $4157394.34   | 0.27%             | 2038-08-27      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $72858.82     | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.               | DEUTSCHE TELEKOM INTERNATIONAL FINANCE          | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      29000 | PA      | $43037.38     | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |    2250000 | PA      | $3154535.93   | 0.21%             | 2039-01-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANK PLC                                           | LLOYDS BANK PLC                                 | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2815786.06   | 0.19%             | 2040-09-17      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $4389264.02   | 0.29%             | 2040-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                           | ENEL FINANCE INTERNATIONAL NV                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2542790.55   | 0.17%             | 2040-09-14      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |     250000 | PA      | $340002.57    | 0.02%             | 2034-06-02      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    1467000 | PA      | $1843532.71   | 0.12%             | 2041-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oersted A/S                                               | ORSTED AS                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    7000000 | PA      | $8640594.94   | 0.57%             | 2040-04-09      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    1013000 | PA      | $1379228.88   | 0.09%             | 2034-11-24      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1798000 | PA      | $2182289.60   | 0.14%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |    2600000 | PA      | $3256468.24   | 0.21%             | 2037-03-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     200000 | PA      | $241690.40    | 0.02%             | 2037-06-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4526000 | PA      | $6333326.41   | 0.42%             | 2034-03-27      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $3235984.81   | 0.21%             | 2030-03-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $4000055.09   | 0.26%             | 2043-03-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                    | TELEFONICA EUROPE BV                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      31000 | PA      | $40792.14     | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     406000 | PA      | $445450.12    | 0.03%             | 2044-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CENTRICA PLC                                              | CENTRICA PLC                                    | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |     453000 | PA      | $456137.28    | 0.03%             | 2044-09-12      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    7550000 | PA      | $8837536.20   | 0.58%             | 2038-01-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     587000 | PA      | $600545.30    | 0.04%             | 2043-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     325000 | PA      | $364657.59    | 0.02%             | 2041-04-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JT International Financial Services B.V.                  | JT INTERNATIONAL FINANCIAL SERVICES BV          | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112467.03    | 0.01%             | 2033-09-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                             | TEMASEK FINANCIAL I LTD                         | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |     150000 | PA      | $171201.05    | 0.01%             | 2028-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   13885000 | PA      | $6745854.90   | 0.44%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                   | ANHEUSER BUSCH INBEV SA NV                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $107140.37    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     606000 | PA      | $573351.22    | 0.04%             | 2037-11-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     300000 | PA      | $277954.52    | 0.02%             | 2037-11-06      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Kuntarahoitus Oyj                                         | KUNTARAHOITUS OYJ                               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |    3231000 | PA      | $3359479.13   | 0.22%             | 2033-02-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215802.17    | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1500000 | PA      | $868745.15    | 0.06%             | 2037-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1580400000 | PA      | $9892665.61   | 0.65%             | 2027-12-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $114634.41    | 0.01%             | 2027-09-05      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $311095.59    | 0.02%             | 2036-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     557000 | PA      | $575686.70    | 0.04%             | 2038-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5998000 | PA      | $6450311.41   | 0.42%             | 2036-10-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     361000 | PA      | $404992.29    | 0.03%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    3112000 | PA      | $3625347.39   | 0.24%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $155093.89    | 0.01%             | 2027-11-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                     | VODAFONE GROUP PLC                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $935805.32    | 0.06%             | 2037-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $113724.09    | 0.01%             | 2028-01-18      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |    1086000 | PA      | $1015016.37   | 0.07%             | 2040-03-21      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     755000 | PA      | $791251.81    | 0.05%             | 2033-03-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $327534.37    | 0.02%             | 2030-09-04      | Fixed         | 1.49%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2246000 | PA      | $1636066.93   | 0.11%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                  | DOW CHEMICAL CO THE                             | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     170000 | PA      | $169499.07    | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1203000 | PA      | $1375331.50   | 0.09%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1082030.39   | 0.07%             | 2039-12-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $190806.00    | 0.01%             | 2034-05-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112158.98    | 0.01%             | 2029-03-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                        | ALTRIA GROUP INC                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $3065350.50   | 0.20%             | 2031-06-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $444907.11    | 0.03%             | 2030-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $332684.58    | 0.02%             | 2029-03-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Oersted A/S                                               | ORSTED AS                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     325000 | PA      | $353571.37    | 0.02%             | 2033-05-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    1980000 | PA      | $1100792.43   | 0.07%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     486000 | PA      | $482216.36    | 0.03%             | 2038-05-19      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     194000 | PA      | $207668.36    | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $428194.08    | 0.03%             | 2032-04-07      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1373690.13   | 0.09%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                             | NEW SOUTH WALES TREASURY CORP                   | CUSIP: BJ1619839<br>LEI: N/A                  | Long             | DBT              |  | AU        |   11000000 | PA      | $4986900.76   | 0.33%             | 2041-05-07      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                    | MERCEDES BENZ GROUP AG                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $289173.01    | 0.02%             | 2034-08-08      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings S.C.A.                          | MEDTRONIC GLOBAL HOLDINGS SCA                   | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $868804.52    | 0.06%             | 2039-03-07      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                 | COLGATE PALMOLIVE CO                            | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    2056000 | PA      | $2059816.31   | 0.14%             | 2034-03-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $538631.45    | 0.04%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     992000 | PA      | $1264194.26   | 0.08%             | 2034-02-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     366000 | PA      | $382826.27    | 0.03%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $86650.49     | 0.01%             | 2039-05-31      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                          | DEUTSCHE BANK AG                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116386.66    | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     316000 | PA      | $163079.97    | 0.01%             | 2031-05-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $168144.12    | 0.01%             | 2039-06-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                         | CAPITAL ONE FINANCIAL CORP                      | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     800000 | PA      | $885323.46    | 0.06%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198062.24    | 0.01%             | 2035-10-10      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SNAM S.P.A.                                               | SNAM SPA                                        | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2165973.01   | 0.14%             | 2034-09-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings S.C.A.                          | MEDTRONIC GLOBAL HOLDINGS SCA                   | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    1625000 | PA      | $1408497.90   | 0.09%             | 2039-07-02      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |     394000 | PA      | $245356.30    | 0.02%             | 2031-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                             | UNICREDIT SPA                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    3731000 | PA      | $4432240.11   | 0.29%             | 2034-03-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   15430000 | PA      | $8127451.76   | 0.53%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1244000 | PA      | $1304158.48   | 0.09%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   11663000 | PA      | $10679872.43  | 0.70%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    2526000 | PA      | $2262858.01   | 0.15%             | 2039-07-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      76000 | PA      | $72708.60     | 0.00%             | 2034-07-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Ireland                                                   | IRELAND GOVERNMENT BOND                         | CUSIP: BJ9474542<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     254000 | PA      | $265984.01    | 0.02%             | 2030-10-18      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     375000 | PA      | $384853.09    | 0.03%             | 2031-07-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                            | MERLIN PROPERTIES SOCIMI SA                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1561361.45   | 0.10%             | 2034-12-04      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1291347.97   | 0.08%             | 2039-08-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     296000 | PA      | $301292.49    | 0.02%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107257.43    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SA                                     | PRAEMIA HEALTHCARE SACA                         | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105876.30    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Adif Alta Velocidad                                       | ADIF ALTA VELOCIDAD                             | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              |  | ES        |     500000 | PA      | $599681.82    | 0.04%             | 2033-04-30      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1200000 | PA      | $698464.33    | 0.05%             | 2033-03-08      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $132656.44    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     911000 | PA      | $834982.70    | 0.05%             | 2035-02-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    3478000 | PA      | $3513068.98   | 0.23%             | 2031-11-08      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     767000 | PA      | $801483.16    | 0.05%             | 2030-08-14      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |     100000 | PA      | $115049.29    | 0.01%             | 2034-10-16      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118788.22    | 0.01%             | 2032-04-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |    2500000 | PA      | $1713865.64   | 0.11%             | 2035-06-04      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1327806.69   | 0.09%             | 2041-09-04      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     266000 | PA      | $282163.37    | 0.02%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                   | CK HUTCHISON GROUP TELECOM FINANCE SA           | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    1120000 | PA      | $1168786.47   | 0.08%             | 2031-10-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                          | PUBLIC STORAGE                                  | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     451000 | PA      | $452317.98    | 0.03%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1906819.65   | 0.13%             | 2036-02-20      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     341000 | PA      | $131370.05    | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                         | INTERNATIONAL FINANCE CORP                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |     600000 | PA      | $307786.21    | 0.02%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     435000 | PA      | $475911.00    | 0.03%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                       | NATWEST MARKETS PLC                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     217000 | PA      | $251611.17    | 0.02%             | 2027-03-02      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   10300000 | PA      | $4991010.99   | 0.33%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5600000 | PA      | $2598009.95   | 0.17%             | 2040-05-24      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $355576.52    | 0.02%             | 2033-01-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    9110000 | PA      | $4205315.69   | 0.28%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                            | AUTOSTRADE PER L ITALIA SPA                     | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |    3250000 | PA      | $3520251.37   | 0.23%             | 2032-01-25      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $236301.13    | 0.02%             | 2029-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     380000 | PA      | $334409.25    | 0.02%             | 2037-02-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                | NATIONAL GRID ELECTRICITY TRANSMISSION PLC      | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $2626308.51   | 0.17%             | 2040-04-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.             | ACCIONA ENERGIA FINANCIA                        | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |    5500000 | PA      | $6787912.41   | 0.45%             | 2031-04-23      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC.                       | SEVERN TRENT UTILITIES FINANCE PLC              | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     373000 | PA      | $429471.06    | 0.03%             | 2040-01-29      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    6243000 | PA      | $7397029.91   | 0.49%             | 2035-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Aktiebolaget Electrolux                                   | ELECTROLUX AB                                   | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | DBT              | CORP              | SE        |    1160000 | PA      | $1295486.65   | 0.09%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     722000 | PA      | $782561.48    | 0.05%             | 2032-05-03      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     408000 | PA      | $347181.75    | 0.02%             | 2038-11-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED                                   | MACQUARIE GROUP LTD                             | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $183667.45    | 0.01%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    1600000 | PA      | $1526879.92   | 0.10%             | 2033-04-19      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    5333000 | PA      | $6847330.76   | 0.45%             | 2038-12-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     374000 | PA      | $472301.64    | 0.03%             | 2031-08-29      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     290000 | PA      | $289813.24    | 0.02%             | 2036-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    1556000 | PA      | $1539371.36   | 0.10%             | 2033-03-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $60113.35     | 0.00%             | 2033-08-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Koninkrijk der Nederlanden                                | NETHERLANDS GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     242000 | PA      | $253190.46    | 0.02%             | 2030-07-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH      | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1500000 | PA      | $882991.11    | 0.06%             | 2032-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    2700000 | PA      | $3223051.58   | 0.21%             | 2034-04-25      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    3637000 | PA      | $3060897.86   | 0.20%             | 2039-01-31      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| European Financial Stability Facility SA                  | EUROPEAN FINANCIAL STABILITY FACILITY           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |     354000 | PA      | $410574.89    | 0.03%             | 2038-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                      | FRENCH REPUBLIC GOVERNMENT BOND OAT             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     486000 | PA      | $559554.48    | 0.04%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     492000 | PA      | $661682.03    | 0.04%             | 2026-09-04      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    2485000 | PA      | $2465154.57   | 0.16%             | 2035-03-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     235000 | PA      | $234466.42    | 0.02%             | 2032-03-23      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    8781000 | PA      | $9114237.35   | 0.60%             | 2033-07-31      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | OPTUS FINANCE PTY LTD                           | CUSIP: BK1405319<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     600000 | PA      | $376951.95    | 0.02%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203918.56    | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Australia                                 | AUSTRALIA GOVERNMENT BOND                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     676000 | PA      | $401079.14    | 0.03%             | 2032-11-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1831000 | PA      | $1604015.11   | 0.11%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     439000 | PA      | $489277.34    | 0.03%             | 2028-06-26      | Fixed         | 0.52%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1184000 | PA      | $1383849.92   | 0.09%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    7553000 | PA      | $8143990.62   | 0.54%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    6203000 | PA      | $6247470.26   | 0.41%             | 2032-06-26      | Fixed         | 0.83%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    9481000 | PA      | $8100533.46   | 0.53%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $240588.82    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     570000 | PA      | $765257.19    | 0.05%             | 2035-04-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     440000 | PA      | $450408.04    | 0.03%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Oersted A/S                                               | ORSTED AS                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    1000000 | PA      | $1161153.32   | 0.08%             | 2042-09-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $343264.69    | 0.02%             | 2040-05-18      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                          | NEDERLANDSE WATERSCHAPSBANK NV                  | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              |  | NL        |     400000 | PA      | $325722.01    | 0.02%             | 2037-02-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $94666.51     | 0.01%             | 2036-09-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY      | GLENCORE CAPITAL FINANCE DAC                    | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     400000 | PA      | $395466.86    | 0.03%             | 2033-03-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     737000 | PA      | $867918.02    | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                 | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     152000 | PA      | $178432.66    | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                            | JEFFERIES FINANCIAL GROUP INC                   | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |     100000 | PA      | $118328.77    | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 6421750000 | PA      | $28494120.86  | 1.87%             | 2040-09-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1881472.59   | 0.12%             | 2033-05-18      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                      | GLOBAL PAYMENTS INC                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5914000 | PA      | $7080276.14   | 0.47%             | 2031-03-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                         | INTERNATIONAL FINANCE CORP                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |    2876000 | PA      | $1724665.40   | 0.11%             | 2031-02-06      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $604220.39    | 0.04%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     348000 | PA      | $467287.31    | 0.03%             | 2034-03-14      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |    2584000 | PA      | $2692111.06   | 0.18%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    1405000 | PA      | $723308.11    | 0.05%             | 2032-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                          | DEUTSCHE BAHN FINANCE GMBH                      | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     920000 | PA      | $1042931.66   | 0.07%             | 2038-01-29      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     900000 | PA      | $995799.03    | 0.07%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Magna International Inc.                                  | MAGNA INTERNATIONAL INC                         | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |     725000 | PA      | $879008.49    | 0.06%             | 2032-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    2349000 | PA      | $2174847.85   | 0.14%             | 2035-07-31      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     570000 | PA      | $326934.91    | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                     | VOLKSWAGEN INTERNATIONAL FINANCE NV             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $695977.92    | 0.05%             | 2032-09-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                             | EQUINIX INC                                     | CUSIP: 29444UBP0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $680945.15    | 0.04%             | 2033-03-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1025899.42   | 0.07%             | 2031-03-03      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1839216.81   | 0.12%             | 2031-03-11      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                    | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5815385.05   | 0.38%             | 2033-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     451000 | PA      | $268164.27    | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | HALEON UK CAPITAL PLC                           | CUSIP: N/A<br>LEI: 5493004B26DRJNN0OV17       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $158274.27    | 0.01%             | 2038-03-29      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     300000 | PA      | $305185.54    | 0.02%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| CK Hutchison Europe Finance (21) Limited                  | CK HUTCHISON EUROPE FINANCE 21 LTD              | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |     241000 | PA      | $231711.24    | 0.02%             | 2033-11-02      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                           | INTER AMERICAN DEVELOPMENT BANK                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |     175000 | PA      | $241415.11    | 0.02%             | 2030-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    1294000 | PA      | $957067.28    | 0.06%             | 2041-01-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    1475000 | PA      | $1454609.87   | 0.10%             | 2032-06-17      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Bundeskanzleramt Oesterreich                              | REPUBLIC OF AUSTRIA GOVERNMENT BOND             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     306000 | PA      | $214968.52    | 0.01%             | 2040-10-20      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    3300000 | PA      | $3770691.54   | 0.25%             | 2033-09-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: BY7414224<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1015000 | PA      | $1212018.45   | 0.08%             | 2032-09-05      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $239915.55    | 0.02%             | 2030-01-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    3940000 | PA      | $5652131.36   | 0.37%             | 2033-05-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1966000 | PA      | $2011094.68   | 0.13%             | 2036-03-11      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    7000000 | PA      | $8709159.88   | 0.57%             | 2033-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEXIA SA                                                  | DEXIA CREDIT LOCAL SA                           | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111644.24    | 0.01%             | 2028-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |    6300000 | PA      | $7275284.83   | 0.48%             | 2035-05-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NASDAQ, INC.                                              | NASDAQ INC                                      | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1785864.78   | 0.12%             | 2033-07-30      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    5249000 | PA      | $2320032.94   | 0.15%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     531000 | PA      | $691568.59    | 0.05%             | 2039-12-05      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| East Japan Railway Company                                | EAST JAPAN RAILWAY CO                           | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     501000 | PA      | $407800.96    | 0.03%             | 2039-09-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    4374000 | PA      | $5506618.21   | 0.36%             | 2041-02-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Statsministeriet, Departementet                           | DENMARK GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   40000000 | PA      | $6065210.91   | 0.40%             | 2033-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     300000 | PA      | $325164.05    | 0.02%             | 2032-05-03      | Fixed         | 1.85%                 | Yes           | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    1128000 | PA      | $1266396.28   | 0.08%             | 2027-11-16      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                        | CAISSE DES DEPOTS ET CONSIGNATIONS              | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              |  | FR        |    1100000 | PA      | $1262397.17   | 0.08%             | 2033-05-25      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     544000 | PA      | $513733.47    | 0.03%             | 2033-09-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                             | TEMASEK FINANCIAL I LTD                         | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |     150000 | PA      | $176418.46    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                             | TEMASEK FINANCIAL I LTD                         | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |    6655000 | PA      | $7854843.77   | 0.52%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     114000 | PA      | $136910.64    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                                   | SFIL                                            | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              |  | FR        |     100000 | PA      | $117239.01    | 0.01%             | 2030-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Investor Aktiebolag                                       | INVESTOR AB                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     601000 | PA      | $519860.41    | 0.03%             | 2035-10-29      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1472963.20   | 0.10%             | 2034-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | MITSUBISHI UFJ FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $233841.01    | 0.02%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH      | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1920000 | PA      | $1249479.77   | 0.08%             | 2038-05-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     525000 | PA      | $575084.22    | 0.04%             | 2028-09-06      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     500000 | PA      | $551412.97    | 0.04%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     163000 | PA      | $155428.76    | 0.01%             | 2034-02-14      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                 | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    4475000 | PA      | $5105807.44   | 0.34%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: ZM9903877<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $362439.97    | 0.02%             | 2028-02-16      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Valtioneuvosto                                            | FINLAND GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     435000 | PA      | $450489.13    | 0.03%             | 2030-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     473000 | PA      | $509105.69    | 0.03%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    4386000 | PA      | $5337425.05   | 0.35%             | 2033-05-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                     | NESTLE HOLDINGS INC                             | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |     470000 | PA      | $643920.49    | 0.04%             | 2032-09-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AXA SA                                                    | AXA SA                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    1175000 | PA      | $1365579.23   | 0.09%             | 2034-05-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                              | ACTION LOGEMENT SERVICES                        | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $215454.63    | 0.01%             | 2037-09-28      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                   | MASTERCARD INC                                  | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110887.12    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1243215.93   | 0.08%             | 2033-10-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                  | HARLEY DAVIDSON FINANCIAL SERVICES INC          | CUSIP: N/A<br>LEI: RLUFFFFW4GRYU77BTS24       | Long             | DBT              | CORP              | US        |     687000 | PA      | $802670.46    | 0.05%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                                        | HOLDING D INFRASTRUCTURES DE TRANSPOR           | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2093657.02   | 0.14%             | 2029-09-18      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    4900000 | PA      | $3556667.53   | 0.23%             | 2029-02-05      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANQUE SA                                         | BELFIUS BANK SA                                 | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              |  | BE        |     300000 | PA      | $361606.55    | 0.02%             | 2029-09-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1531528.99   | 0.10%             | 2033-09-12      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| CTP N.V.                                                  | CTP NV                                          | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     325000 | PA      | $334842.24    | 0.02%             | 2031-09-27      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $735617.02    | 0.05%             | 2034-11-21      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NIBC Bank N.V.                                            | NIBC BANK NV                                    | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $466885.30    | 0.03%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                | ENI SPA                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    2156000 | PA      | $2616838.14   | 0.17%             | 2033-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              |  | CA        |    2200000 | PA      | $2545924.89   | 0.17%             | 2035-07-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     350000 | PA      | $320930.71    | 0.02%             | 2035-09-19      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| BMW Finance N.V.                                          | BMW FINANCE NV                                  | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     407000 | PA      | $469895.33    | 0.03%             | 2035-05-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TESCO CORPORATE TREASURY SERVICES PLC                     | TESCO CORPORATE TREASURY SERVICES PLC           | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |     932000 | PA      | $1223508.85   | 0.08%             | 2035-02-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: YO0367764<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5750532.39   | 0.38%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     210000 | PA      | $246263.23    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DIAGEO FINANCE PLC                                        | DIAGEO FINANCE PLC                              | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1885305.10   | 0.12%             | 2038-06-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1200000 | PA      | $872401.00    | 0.06%             | 2027-11-11      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | EUROCLEAR HOLDING NV                            | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $328087.25    | 0.02%             | 2030-04-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1174404.09   | 0.08%             | 2026-12-18      | Floating      | 2.60%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    3700000 | PA      | $4485086.11   | 0.29%             | 2033-01-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $118621.76    | 0.01%             | 2027-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2331698.03   | 0.15%             | 2034-10-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5400000 | PA      | $2787158.14   | 0.18%             | 2036-05-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Region Ile de France                                      | REGION OF ILE DE FRANCE                         | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |     200000 | PA      | $227000.13    | 0.01%             | 2034-05-25      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                      | FRANCE GOVT OF                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    4236000 | PA      | $3707235.42   | 0.24%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114195.65    | 0.01%             | 2029-11-06      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1632998.90   | 0.11%             | 2033-05-23      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                         | BMW INTERNATIONAL INVESTMENT BV                 | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     310000 | PA      | $360507.86    | 0.02%             | 2032-11-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     386000 | PA      | $267568.06    | 0.02%             | 2034-03-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |    8980000 | PA      | $6279840.82   | 0.41%             | 2034-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY     | JOHNSON CONTROLS INTERNATIONAL PLC              | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1100000 | PA      | $1329989.75   | 0.09%             | 2035-05-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     772000 | PA      | $864507.04    | 0.06%             | 2034-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                              | FISERV INC                                      | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2628350.31   | 0.17%             | 2031-05-24      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     366000 | PA      | $360616.43    | 0.02%             | 2033-03-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     400000 | PA      | $465010.30    | 0.03%             | 2038-09-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    3333000 | PA      | $3639213.12   | 0.24%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1304102.37   | 0.09%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA NEW ZEALAND BANKING GROUP LTD                   | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: ZL8896827<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     228000 | PA      | $161520.49    | 0.01%             | 2028-03-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                    | CASTELLUM HELSINKI FINANCE HOLDING ABP          | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |     150000 | PA      | $164452.14    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DEXIA SA                                                  | DEXIA SA                                        | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $264247.46    | 0.02%             | 2030-10-22      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                               | NATIONWIDE BUILDING SOCIETY                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $858683.46    | 0.06%             | 2028-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT AS                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $117311.73    | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   12541000 | PA      | $13589470.15  | 0.89%             | 2034-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $100907.77    | 0.01%             | 2032-07-12      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    8630000 | PA      | $4969651.64   | 0.33%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1922150000 | PA      | $8784202.81   | 0.58%             | 2042-06-20      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Adif Alta Velocidad                                       | ADIF ALTA VELOCIDAD                             | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              |  | ES        |    1000000 | PA      | $1174182.15   | 0.08%             | 2034-04-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: ZK6806853<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1495328.68   | 0.10%             | 2026-05-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115737.68    | 0.01%             | 2034-09-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     300000 | PA      | $348601.76    | 0.02%             | 2031-10-07      | Fixed         | 3.32%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657AZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1206261.86   | 0.08%             | 2031-04-23      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: ZN3731462<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $241471.92    | 0.02%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT A S                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $116357.19    | 0.01%             | 2031-07-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $4195324.79   | 0.28%             | 2032-11-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     614000 | PA      | $703994.11    | 0.05%             | 2036-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | FRESENIUS SE CO KGAA                            | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $247014.32    | 0.02%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     524000 | PA      | $686545.15    | 0.05%             | 2039-05-07      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    3200000 | PA      | $3396579.65   | 0.22%             | 2032-04-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES AG                | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     406000 | PA      | $424386.48    | 0.03%             | 2030-02-12      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     685000 | PA      | $791529.81    | 0.05%             | 2038-02-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2466754.53   | 0.16%             | 2033-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Continental Aktiengesellschaft                            | CONTINENTAL AG                                  | CUSIP: ZN5945862<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      60000 | PA      | $70890.70     | 0.00%             | 2027-11-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                 | LIBERTY MUTUAL GROUP INC                        | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     200000 | PA      | $245656.14    | 0.02%             | 2030-12-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS, INC.                                       | GENERAL MILLS INC                               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     498000 | PA      | $577588.95    | 0.04%             | 2034-04-23      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $547613.41    | 0.04%             | 2030-02-07      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3522949.68   | 0.23%             | 2027-03-11      | Floating      | 2.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                     | VOLKSWAGEN INTERNATIONAL FINANCE NV             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1272043.03   | 0.08%             | 2035-09-02      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                | ENI SPA                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    1641000 | PA      | $1938573.91   | 0.13%             | 2034-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                 | LIBERTY MUTUAL GROUP INC                        | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122828.07    | 0.01%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGU2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1366955.51   | 0.09%             | 2032-06-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                      | FRENCH REPUBLIC GOVERNMENT BOND OAT             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     926000 | PA      | $1050950.47   | 0.07%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| ALPHABET INC.                                             | ALPHABET INC                                    | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1939000 | PA      | $2181442.42   | 0.14%             | 2037-05-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                             | ALPHABET INC                                    | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   16551000 | PA      | $18945403.62  | 1.25%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     917000 | PA      | $1073497.57   | 0.07%             | 2031-01-21      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |     839000 | PA      | $946014.63    | 0.06%             | 2039-05-24      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    1775000 | PA      | $2043074.03   | 0.13%             | 2034-05-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COFIROUTE SA                                              | COFIROUTE SA                                    | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113466.51    | 0.01%             | 2033-03-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $2076849.66   | 0.14%             | 2036-01-24      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                   | NTT FINANCE CORP                                | CUSIP: 62954WAZ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     725000 | PA      | $850266.61    | 0.06%             | 2037-07-16      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8615000 | PA      | $10146723.71  | 0.67%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1211066.06   | 0.08%             | 2028-08-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $775157.59    | 0.05%             | 2037-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    3884000 | PA      | $4073987.96   | 0.27%             | 2034-03-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220455.64    | 0.01%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $208288.52    | 0.01%             | 2043-05-25      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $351499.39    | 0.02%             | 2034-02-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                     | BANCO BILBAO VIZCAYA ARGENTARIA SA              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $238488.43    | 0.02%             | 2034-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | EUROFINS SCIENTIFIC SE                          | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |    2532000 | PA      | $2931816.96   | 0.19%             | 2033-02-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2806000 | PA      | $3156779.62   | 0.21%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2300000000 | PA      | $13123965.41  | 0.86%             | 2034-03-20      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |     100000 | PA      | $115375.84    | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     131000 | PA      | $150790.45    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                | CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE      | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              |  | FR        |    3000000 | PA      | $3171908.96   | 0.21%             | 2032-05-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                             | GOLDMAN SACHS GROUP INC THE                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     254000 | PA      | $282820.04    | 0.02%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                | VONOVIA SE                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $473581.25    | 0.03%             | 2034-04-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $989656.47    | 0.07%             | 2033-06-22      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $487049.84    | 0.03%             | 2029-01-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5118000 | PA      | $6433904.88   | 0.42%             | 2034-07-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235253.25    | 0.02%             | 2034-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NBN CO LIMITED                                            | NBN CO LTD                                      | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $120384.48    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     500000 | PA      | $601013.83    | 0.04%             | 2033-06-14      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $1017217.38   | 0.07%             | 2028-01-13      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |     800000 | PA      | $993155.36    | 0.07%             | 2034-10-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Pepsico, Inc.                                             | PEPSICO INC                                     | CUSIP: 713448FK9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     300000 | PA      | $364842.44    | 0.02%             | 2034-07-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $819645.25    | 0.05%             | 2032-06-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | FRESENIUS SE CO KGAA                            | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     898000 | PA      | $1123722.14   | 0.07%             | 2030-10-05      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $570550.21    | 0.04%             | 2032-11-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Roche Finance Europe B.V.                                 | ROCHE FINANCE EUROPE BV                         | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |     118000 | PA      | $139274.46    | 0.01%             | 2030-05-03      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| COVIVIO SA                                                | COVIVIO SA FRANCE                               | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $486456.95    | 0.03%             | 2032-06-05      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $470204.32    | 0.03%             | 2028-11-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                    | GENERAL MOTORS FINANCIAL CO INC                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     250000 | PA      | $297159.15    | 0.02%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung    | VOLKSWAGEN BANK GMBH                            | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1087820.70   | 0.07%             | 2031-05-03      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Criteria Caixa, S.A., Sociedad Unipersonal                | CRITERIA CAIXA SA                               | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115387.06    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LE9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3619766.12   | 0.24%             | 2038-02-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     500000 | PA      | $355922.70    | 0.02%             | 2027-08-18      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $941420.16    | 0.06%             | 2034-01-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     133000 | PA      | $75237.54     | 0.00%             | 2036-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     444000 | PA      | $519008.89    | 0.03%             | 2034-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     641000 | PA      | $790986.87    | 0.05%             | 2034-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1545912.85   | 0.10%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1974648.70   | 0.13%             | 2035-03-14      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     215000 | PA      | $257371.34    | 0.02%             | 2035-01-16      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |     350000 | PA      | $409594.37    | 0.03%             | 2034-06-12      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $3734157.41   | 0.25%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     167000 | PA      | $205312.06    | 0.01%             | 2040-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc.                                          | PSP CAPITAL INC                                 | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $696308.17    | 0.05%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $116047.11    | 0.01%             | 2031-08-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| THE TIMKEN COMPANY                                        | TIMKEN CO THE                                   | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    6865000 | PA      | $8033690.71   | 0.53%             | 2034-05-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $360651.43    | 0.02%             | 2033-01-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    5558000 | PA      | $3753643.96   | 0.25%             | 2038-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1234605.87   | 0.08%             | 2027-11-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                               | SWEDBANK AB                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     400000 | PA      | $480610.21    | 0.03%             | 2028-11-13      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2361135.11   | 0.16%             | 2036-01-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA AUSTRALIA                        | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     700000 | PA      | $508648.95    | 0.03%             | 2028-01-19      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2300000 | PA      | $1521774.80   | 0.10%             | 2037-02-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118327.91    | 0.01%             | 2029-12-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $461529.26    | 0.03%             | 2031-10-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                          | AIR PRODUCTS AND CHEMICALS INC                  | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1153836.05   | 0.08%             | 2035-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     487000 | PA      | $633587.87    | 0.04%             | 2033-03-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                              | KLEPIERRE SA                                    | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1525240.93   | 0.10%             | 2033-09-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     642000 | PA      | $736416.63    | 0.05%             | 2032-09-26      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1416000 | PA      | $1723477.46   | 0.11%             | 2040-09-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113200.61    | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     200000 | PA      | $244559.00    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $118656.17    | 0.01%             | 2027-04-18      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |    1024000 | PA      | $1329983.63   | 0.09%             | 2036-01-11      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $472394.68    | 0.03%             | 2036-02-26      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Province of Saskatchewan                                  | PROVINCE OF SASKATCHEWAN CANADA                 | CUSIP: ZB7805847<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |     800000 | PA      | $934214.50    | 0.06%             | 2034-05-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                        | T MOBILE USA INC                                | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $232378.74    | 0.02%             | 2036-05-08      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     900000 | PA      | $1120075.33   | 0.07%             | 2031-10-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                 | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    3390000 | PA      | $3893849.13   | 0.26%             | 2032-09-22      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| BASF SE                                                   | BASF SE                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $983260.96    | 0.06%             | 2035-03-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $124156.17    | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4618401.09   | 0.30%             | 2031-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance Iberia S.A                                | NATURGY FINANCE IBERIA SA                       | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $801485.83    | 0.05%             | 2034-10-02      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     343000 | PA      | $377509.47    | 0.02%             | 2043-02-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1998950000 | PA      | $11850703.74  | 0.78%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     350000 | PA      | $411059.86    | 0.03%             | 2027-03-28      | Floating      | 2.54%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    2699000 | PA      | $3025162.37   | 0.20%             | 2037-01-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    2042000 | PA      | $2351603.50   | 0.15%             | 2033-09-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    1183000 | PA      | $1377534.49   | 0.09%             | 2034-08-27      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | MANITOBA PROVINCE OF                            | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |    4233000 | PA      | $2847837.70   | 0.19%             | 2034-08-28      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| JT International Financial Services B.V.                  | JT INTERNATIONAL FINANCIAL SERVICES BV          | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |    1825000 | PA      | $2083224.65   | 0.14%             | 2034-04-11      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $773326.99    | 0.05%             | 2042-06-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    6000000 | PA      | $7263582.35   | 0.48%             | 2033-11-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    3600000 | PA      | $2414959.88   | 0.16%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2347879.13   | 0.15%             | 2027-02-25      | Floating      | 2.38%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                 | LIBERTY MUTUAL GROUP INC                        | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     693000 | PA      | $792179.77    | 0.05%             | 2035-09-26      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1352797.41   | 0.09%             | 2033-11-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $2141440.59   | 0.14%             | 2034-02-13      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                  | BAYER AG                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $61355.19     | 0.00%             | 2033-05-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG       | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    1174000 | PA      | $1391743.42   | 0.09%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CRH SMW Finance Designated Activity Company               | CRH SMW FINANCE DAC                             | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |    1250000 | PA      | $1496960.28   | 0.10%             | 2035-07-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3698898.47   | 0.24%             | 2031-11-10      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   10000000 | PA      | $11366299.74  | 0.75%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    9800000 | PA      | $11522219.41  | 0.76%             | 2028-01-14      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    3700000 | PA      | $2669313.84   | 0.18%             | 2027-10-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                            | VAR ENERGI ASA                                  | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |     913000 | PA      | $1069218.14   | 0.07%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                   | RECKITT BENCKISER TREASURY SERVICES PLC         | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $6679517.68   | 0.44%             | 2032-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                   | HEIDELBERG MATERIALS AG                         | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |    1224000 | PA      | $1447483.17   | 0.10%             | 2034-07-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| P3 Group S.ar.l.                                          | P3 GROUP SARL                                   | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    3114000 | PA      | $3548920.07   | 0.23%             | 2033-04-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $364615.80    | 0.02%             | 2030-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: ZK4883987<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $4134479.34   | 0.27%             | 2028-05-12      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2856887.61   | 0.19%             | 2031-04-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| TRATON Finance Luxembourg S.A.                            | TRATON FINANCE LUXEMBOURG SA                    | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $817484.05    | 0.05%             | 2029-01-16      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2875750000 | PA      | $16246459.75  | 1.07%             | 2033-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                  | KONINKLIJKE PHILIPS NV                          | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     788000 | PA      | $956983.18    | 0.06%             | 2031-09-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | EUROFINS SCIENTIFIC SE                          | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $121899.50    | 0.01%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $242083.36    | 0.02%             | 2030-06-12      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    2200000 | PA      | $1595858.86   | 0.10%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                  | MEXICO GOVERNMENT INTERNATIONAL BOND            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     198000 | PA      | $234006.51    | 0.02%             | 2032-05-25      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    2030000 | PA      | $2378575.32   | 0.16%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     378000 | PA      | $455577.61    | 0.03%             | 2033-01-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                      | KONINKLIJKE KPN NV                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1629326.61   | 0.11%             | 2036-02-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $567106.92    | 0.04%             | 2044-03-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TASMANIAN PUBLIC FINANCE CORPORATION                      | TASMANIAN PUBLIC FINANCE CORP                   | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              |  | AU        |    3675000 | PA      | $2375412.50   | 0.16%             | 2034-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                              | PROCTER GAMBLE CO THE                           | CUSIP: 742718GS2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     696000 | PA      | $789980.88    | 0.05%             | 2033-11-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| EASTERN POWER NETWORKS PLC                                | EASTERN POWER NETWORKS PLC                      | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $5652131.05   | 0.37%             | 2039-10-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     200000 | PA      | $238679.68    | 0.02%             | 2028-06-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ESB FINANCE DESIGNATED ACTIVITY COMPANY                   | ESB FINANCE DAC                                 | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     900000 | PA      | $1087288.11   | 0.07%             | 2036-03-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    2500000 | PA      | $2816936.21   | 0.19%             | 2038-06-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Molnlycke Holding AB                                      | MOLNLYCKE HOLDING AB                            | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |     443000 | PA      | $527261.86    | 0.03%             | 2034-06-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $410444.79    | 0.03%             | 2029-06-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    3271000 | PA      | $3768032.73   | 0.25%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235205.08    | 0.02%             | 2042-09-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  900000000 | PA      | $5290246.00   | 0.35%             | 2035-03-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1206565.26   | 0.08%             | 2034-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED           | AUSTRALIA NEW ZEALAND BANKING GROUP LTD         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     605000 | PA      | $431184.07    | 0.03%             | 2028-09-11      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $236005.82    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $4109992.50   | 0.27%             | 2033-09-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $7967584.79   | 0.52%             | 2033-05-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1281094.43   | 0.08%             | 2036-05-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     300000 | PA      | $339013.96    | 0.02%             | 2034-03-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3127900000 | PA      | $15444985.56  | 1.02%             | 2044-03-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | VOLKSWAGEN LEASING GMBH                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    1238000 | PA      | $1521609.72   | 0.10%             | 2031-09-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2877539.33   | 0.19%             | 2035-05-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |   10381000 | PA      | $6686688.90   | 0.44%             | 2036-02-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     254000 | PA      | $313217.20    | 0.02%             | 2033-11-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $235394.40    | 0.02%             | 2034-07-26      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| NESTLE CAPITAL CORPORATION                                | NESTLE CAPITAL CORP                             | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |    2024000 | PA      | $2588413.63   | 0.17%             | 2036-03-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    1400000 | PA      | $1554236.81   | 0.10%             | 2037-06-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114376.54    | 0.01%             | 2035-03-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                      | PPG INDUSTRIES INC                              | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    4721000 | PA      | $5424100.93   | 0.36%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4422000 | PA      | $5073275.15   | 0.33%             | 2032-06-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     760000 | PA      | $892448.95    | 0.06%             | 2027-05-03      | Floating      | 2.41%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $177324.71    | 0.01%             | 2034-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                                 | WENDEL SE                                       | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $482395.08    | 0.03%             | 2030-06-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1303994.48   | 0.09%             | 2029-05-14      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     527000 | PA      | $646390.55    | 0.04%             | 2031-05-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets B.V.                                   | BP CAPITAL MARKETS BV                           | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    6181000 | PA      | $7502040.99   | 0.49%             | 2035-05-12      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3616563.14   | 0.24%             | 2029-09-19      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5600000 | PA      | $3908026.34   | 0.26%             | 2031-05-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    1000000 | PA      | $1118982.26   | 0.07%             | 2040-06-22      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $118489.79    | 0.01%             | 2027-05-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     171000 | PA      | $196975.84    | 0.01%             | 2034-11-25      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LBF4<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     306000 | PA      | $339371.07    | 0.02%             | 2037-11-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     790000 | PA      | $905196.59    | 0.06%             | 2032-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1298572.17   | 0.09%             | 2027-07-22      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | VOLKSWAGEN LEASING GMBH                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119339.87    | 0.01%             | 2031-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1797930.80   | 0.12%             | 2030-12-11      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |    3900000 | PA      | $4451093.63   | 0.29%             | 2032-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    1079000 | PA      | $1258526.65   | 0.08%             | 2030-10-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    1212000 | PA      | $1417016.38   | 0.09%             | 2034-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    3100000 | PA      | $2236719.58   | 0.15%             | 2028-05-26      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Company, S.A.U.                           | CELLNEX FINANCE CO SA                           | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $680531.39    | 0.04%             | 2036-01-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                               | AKER BP ASA                                     | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |    3549000 | PA      | $4193158.12   | 0.28%             | 2032-05-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1359690.56   | 0.09%             | 2034-05-16      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                          | ORIX CORP                                       | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |    2301000 | PA      | $2657282.94   | 0.17%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    2172000 | PA      | $2452453.18   | 0.16%             | 2039-10-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     918000 | PA      | $1052002.56   | 0.07%             | 2037-05-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE                            | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    5981000 | PA      | $6864402.36   | 0.45%             | 2033-05-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                           | TOYOTA MOTOR CREDIT CORP                        | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     100000 | PA      | $118234.22    | 0.01%             | 2031-07-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                                 | AYVENS SA                                       | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $356481.14    | 0.02%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                                | L OREAL SA                                      | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | DBT              | CORP              | FR        |    2300000 | PA      | $2641714.12   | 0.17%             | 2036-01-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DIGITAL EURO FINCO, LLC                                   | DIGITAL EURO FINCO LLC                          | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |     701000 | PA      | $793116.80    | 0.05%             | 2037-11-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT FIVE YEAR BOND                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1715050000 | PA      | $10635159.61  | 0.70%             | 2028-12-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| OMERS Finance Trust                                       | OMERS FINANCE TRUST                             | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1154439.66   | 0.08%             | 2035-01-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    8600000 | PA      | $10322468.69  | 0.68%             | 2033-09-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                           | BLACKROCK INC                                   | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |    6267000 | PA      | $7332179.75   | 0.48%             | 2035-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1088840.48   | 0.07%             | 2029-02-26      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA        | CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $906039.20    | 0.06%             | 2036-05-16      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SUEZ SA                                                   | SUEZ SACA                                       | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $607338.75    | 0.04%             | 2033-11-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                           | WP CAREY INC                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     803000 | PA      | $956479.87    | 0.06%             | 2032-07-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |    5000000 | PA      | $3497001.98   | 0.23%             | 2034-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    2702000 | PA      | $3051330.46   | 0.20%             | 2035-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                    | GENERAL MOTORS FINANCIAL CO INC                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1952578.79   | 0.13%             | 2031-07-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    4078000 | PA      | $4702585.30   | 0.31%             | 2032-01-14      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    6600000 | PA      | $4782831.51   | 0.31%             | 2029-03-22      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $7781210.97   | 0.51%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAT                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $581173.58    | 0.04%             | 2032-05-22      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                          | WELLTOWER INC                                   | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1265794.39   | 0.08%             | 2034-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     350000 | PA      | $407938.26    | 0.03%             | 2036-09-03      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                           | NATIONAL GRID NORTH AMERICA INC                 | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     800000 | PA      | $941716.01    | 0.06%             | 2031-09-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     650000 | PA      | $805441.62    | 0.05%             | 2041-12-03      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Suedzucker International Finance B.V.                     | SUDZUCKER INTERNATIONAL FINANCE BV              | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |     382000 | PA      | $448117.72    | 0.03%             | 2032-01-29      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1981000 | PA      | $2336554.59   | 0.15%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                              | SEGRO PLC                                       | CUSIP: YV8038288<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              | CORP              | GB        |    4827000 | PA      | $5554349.43   | 0.37%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC               | FEDERATION DES CAISSES DESJARDINS DU QUEBEC     | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |    2679000 | PA      | $3090701.60   | 0.20%             | 2031-03-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     500000 | PA      | $569154.85    | 0.04%             | 2033-03-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    2000000 | PA      | $1364995.83   | 0.09%             | 2036-03-10      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     898000 | PA      | $1202136.90   | 0.08%             | 2034-02-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    4800000 | PA      | $5635990.99   | 0.37%             | 2027-05-19      | Floating      | 2.41%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                | EQUINIX EUROPE 2 FINANCING CORP LLC             | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     922000 | PA      | $1058487.28   | 0.07%             | 2033-09-03      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     150000 | PA      | $176591.23    | 0.01%             | 2031-09-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    2574000 | PA      | $3005308.90   | 0.20%             | 2036-09-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                        | UNITED UTILITIES WATER FINANCE PLC              | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     744000 | PA      | $956108.04    | 0.06%             | 2039-12-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                          | DSV FINANCE BV                                  | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    2528000 | PA      | $2866575.67   | 0.19%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                          | DSV FINANCE BV                                  | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $812301.40    | 0.05%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1741290.33   | 0.11%             | 2031-06-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COVIVIO SA                                                | COVIVIO SA FRANCE                               | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |     900000 | PA      | $1013184.47   | 0.07%             | 2034-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| SNAM S.P.A.                                               | SNAM SPA                                        | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    5856000 | PA      | $6734373.97   | 0.44%             | 2032-07-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Northern Territory Treasury Corporation                   | NORTHERN TERRITORY TREASURY CORP                | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |    3100000 | PA      | $2177680.24   | 0.14%             | 2037-04-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Region Ile de France                                      | REGION OF ILE DE FRANCE                         | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |    1100000 | PA      | $1282187.68   | 0.08%             | 2035-05-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                          | VOLKSWAGEN FINANCIAL SERVICES AG                | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $468870.89    | 0.03%             | 2031-11-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                           | WP CAREY INC                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     100000 | PA      | $112649.46    | 0.01%             | 2034-11-19      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   12721000 | PA      | $16728883.00  | 1.10%             | 2035-03-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                                           | IHG FINANCE LLC                                 | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |     571000 | PA      | $660561.02    | 0.04%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228270.74    | 0.02%             | 2034-09-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $593110.29    | 0.04%             | 2035-05-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $115207.61    | 0.01%             | 2032-02-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sandoz Finance B.V.                                       | SANDOZ FINANCE BV                               | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |     125000 | PA      | $147004.42    | 0.01%             | 2035-03-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                           | INTER AMERICAN DEVELOPMENT BANK                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |    3900000 | PA      | $5195750.26   | 0.34%             | 2032-08-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $461044.46    | 0.03%             | 2031-03-11      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    1776000 | PA      | $2064822.40   | 0.14%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SELP Finance S.a r.l.                                     | SELP FINANCE SARL                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |     775000 | PA      | $903156.85    | 0.06%             | 2032-01-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                          | ARCELORMITTAL SA                                | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $581476.33    | 0.04%             | 2031-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |     100000 | PA      | $113549.29    | 0.01%             | 2036-06-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                         | FEDEX CORP                                      | CUSIP: 3142XEA00<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189719.86    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                | EQUINIX EUROPE 2 FINANCING CORP LLC             | CUSIP: 29390XAD6<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     957000 | PA      | $1077777.47   | 0.07%             | 2034-11-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $3600854.11   | 0.24%             | 2030-08-27      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1873000 | PA      | $2124440.89   | 0.14%             | 2033-02-10      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                               | IMPERIAL BRANDS FINANCE PLC                     | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    8654000 | PA      | $9867226.18   | 0.65%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7835000 | PA      | $9010122.62   | 0.59%             | 2033-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| LSEG Netherlands B.V.                                     | LSEG NETHERLANDS BV                             | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |     685000 | PA      | $781404.26    | 0.05%             | 2031-11-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                 | COLGATE PALMOLIVE CO                            | CUSIP: 194162AU7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1333578.82   | 0.09%             | 2035-11-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     983000 | PA      | $1137034.48   | 0.07%             | 2033-01-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |    5000000 | PA      | $5839077.81   | 0.38%             | 2035-04-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1605728.86   | 0.11%             | 2034-01-23      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | EXPERIAN FINANCE PLC                            | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |    1220000 | PA      | $1404026.58   | 0.09%             | 2033-12-15      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                         | FEDEX CORP                                      | CUSIP: 31428XEC6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1300742.48   | 0.09%             | 2037-07-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Statsministeriet, Departementet                           | DENMARK GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    3528000 | PA      | $524415.40    | 0.03%             | 2035-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                | EQUINIX EUROPE 2 FINANCING CORP LLC             | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |     941000 | PA      | $1093413.68   | 0.07%             | 2034-05-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Company, S.A.U.                           | CELLNEX FINANCE CO SA                           | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $690952.08    | 0.05%             | 2032-05-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $796261.12    | 0.05%             | 2035-02-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   11696000 | PA      | $8003265.41   | 0.53%             | 2039-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3648577.33   | 0.24%             | 2032-09-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Valtioneuvosto                                            | FINLAND GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     913000 | PA      | $1056240.38   | 0.07%             | 2041-04-15      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1488000 | PA      | $1697249.47   | 0.11%             | 2034-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                   | NTT FINANCE CORP                                | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    3808000 | PA      | $4440369.04   | 0.29%             | 2033-07-16      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                   | NTT FINANCE CORP                                | CUSIP: 62954WAY1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    6711000 | PA      | $7825450.79   | 0.51%             | 2033-07-16      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                 | LIBERTY MUTUAL GROUP INC                        | CUSIP: 53079EBQ6<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1815269.09   | 0.12%             | 2035-09-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| WENDEL SE                                                 | WENDEL SE                                       | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1265072.26   | 0.08%             | 2033-08-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| P3 Group S.ar.l.                                          | P3 GROUP SARL                                   | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    1294000 | PA      | $1486344.44   | 0.10%             | 2031-03-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BMW Finance N.V.                                          | BMW FINANCE NV                                  | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     243000 | PA      | $283574.75    | 0.02%             | 2034-11-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Teollisuuden Voima Oyj                                    | TEOLLISUUDEN VOIMA OYJ                          | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |     631000 | PA      | $727693.38    | 0.05%             | 2033-03-18      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     305000 | PA      | $355245.18    | 0.02%             | 2032-05-28      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                               | EQUINOR ASA                                     | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     713000 | PA      | $709591.58    | 0.05%             | 2035-02-17      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115731.98    | 0.01%             | 2031-07-01      | Fixed         | 3.08%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT A S                         | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     698000 | PA      | $800733.62    | 0.05%             | 2033-01-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $1304264.06   | 0.09%             | 2031-06-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2978000 | PA      | $3407006.45   | 0.22%             | 2035-06-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                   | NOVO NORDISK FINANCE NETHERLANDS BV             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    6911000 | PA      | $7905482.83   | 0.52%             | 2035-02-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland      | UNITED KINGDOM GILT                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     771000 | PA      | $1029968.39   | 0.07%             | 2041-01-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    2400000 | PA      | $2753214.55   | 0.18%             | 2035-06-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     782000 | PA      | $889828.82    | 0.06%             | 2033-11-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                             | ALPHABET INC                                    | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2270763.54   | 0.15%             | 2034-11-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                            | MERLIN PROPERTIES SOCIMI SA                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $793028.69    | 0.05%             | 2033-09-04      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LIMITED                              | BHP BILLITON FINANCE LTD                        | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |    1676000 | PA      | $1919176.36   | 0.13%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              |  | CA        |     406000 | PA      | $460802.04    | 0.03%             | 2036-03-05      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LZ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     694000 | PA      | $789782.48    | 0.05%             | 2038-02-03      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     666000 | PA      | $764757.03    | 0.05%             | 2040-12-12      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| THE COCA-COLA COMPANY                                     | COCA COLA CO THE                                | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     261000 | PA      | $259901.26    | 0.02%             | 2035-03-09      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                          | PUBLIC STORAGE OPERATING CO                     | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     681000 | PA      | $776324.66    | 0.05%             | 2034-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |    1100000 | PA      | $1270276.30   | 0.08%             | 2036-02-04      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $230846.66    | 0.02%             | 2032-02-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                | 3M CO                                           | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     232000 | PA      | $255115.70    | 0.02%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | RF                | GB        |     589000 | PA      | $790323.79    | 0.05%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1551000 | PA      | $1489860.97   | 0.10%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    2818000 | PA      | $3194420.20   | 0.21%             | 2036-03-10      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97879.99     | 0.01%             | 2036-05-09      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1800000000 | PA      | $10291030.92  | 0.68%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  800000000 | PA      | $4462652.76   | 0.29%             | 2035-12-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1807550000 | PA      | $9100671.96   | 0.60%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA          | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $332474.65    | 0.02%             | 2029-10-04      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   16491000 | PA      | $9143251.74   | 0.60%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                 | APPLE INC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     800000 | PA      | $1037921.57   | 0.07%             | 2029-07-31      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $114339.33    | 0.01%             | 2027-09-27      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                        | CDP FINANCIAL INC                               | CUSIP: C23264AW1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |    5600000 | PA      | $4249680.41   | 0.28%             | 2030-12-02      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP FINANCIAL INC                               | CUSIP: YV7141240<br>LEI: N/A                  | Long             | DBT              |  | CA        |    1898000 | PA      | $1374672.97   | 0.09%             | 2034-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                        | CDP FINANCIAL INC                               | CUSIP: C23264BB6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |   21307000 | PA      | $15275887.01  | 1.00%             | 2035-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                           | ONTARIO TEACHERS FINANCE TRUST                  | CUSIP: C69798AZ6<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |    1626000 | PA      | $1228704.56   | 0.08%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc.                                          | PSP CAPITAL INC                                 | CUSIP: C75089AC3<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |    3400000 | PA      | $2606691.65   | 0.17%             | 2030-12-02      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -1869643 | OU      | $10715.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DANISH KRONER                                             | DANISH KRONER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |    -469448 | OU      | $434.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -207813 | OU      | $-1325.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1128590 | OU      | $1335.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -6613263 | OU      | $7502.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1968184 | OU      | $63009.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -2079615 | OU      | $3482.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1885987 | OU      | $12641.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     469448 | OU      | $22.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   21461615 | OU      | $-707589.65   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   24461197 | OU      | $-294870.18   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   59065974 | OU      | $-1340056.22  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   53307592 | OU      | $-266698.23   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   34132581 | OU      | $-476329.43   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   35765799 | OU      | $-563666.28   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   62722444 | OU      | $-466.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18787716 | OU      | $-72.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   56765611 | OU      | $-640993.10   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17114080 | OU      | $-467150.37   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 5263584073 | OU      | $-558279.40   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     706599 | OU      | $-24383.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17775314 | OU      | $-712340.91   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   22470020 | OU      | $-353163.85   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   61414179 | OU      | $-1254500.37  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2959576 | OU      | $-52557.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4415570130 | OU      | $-257819.24   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2715770 | OU      | $-44583.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2715769 | OU      | $-44640.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   34606259 | OU      | $-540758.94   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20242060 | OU      | $-275833.77   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4638822938 | OU      | $-252146.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4117664 | OU      | $-9206.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1268413 | OU      | $-9999.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4117663 | OU      | $-9111.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20116132 | OU      | $1487.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4515159 | OU      | $-38020.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3571061 | OU      | $26000.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2617426 | OU      | $-89490.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     875772 | OU      | $-22766.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6781984 | OU      | $-113735.38   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1284212 | OU      | $-1122.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6755574 | OU      | $-180880.53   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6875660 | OU      | $-178200.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1797350 | OU      | $-47358.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7997357 | OU      | $-11252.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4219829 | OU      | $-3762.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4219830 | OU      | $-3428.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   50265536 | OU      | $-85963.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20351926 | OU      | $-314097.87   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18231042 | OU      | $-245577.13   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   54570328 | OU      | $-211718.67   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2026902 | OU      | $5906.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6114018 | OU      | $-12966.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     130236 | OU      | $-516.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     226904 | OU      | $-3496.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1973307 | OU      | $-3475.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18823875 | OU      | $116084.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1699139 | OU      | $4473.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     231880 | OU      | $-812.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4284593746 | OU      | $-318010.58   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3005719 | OU      | $-36150.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   14657190 | OU      | $-27541.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20629841 | OU      | $-77105.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   27434788 | OU      | $-417895.96   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   52543292 | OU      | $-1230349.22  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   11475153 | OU      | $-119390.60   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   24798808 | OU      | $-455657.98   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    9129992 | OU      | $-36103.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   59362108 | OU      | $-628813.97   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1933737 | OU      | $-27841.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2051381 | OU      | $-2784.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1756843 | OU      | $-63688.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1844038 | OU      | $-9293.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4394444143 | OU      | $-518736.47   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   19486492 | OU      | $-102900.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15337142 | OU      | $-432530.82   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     439632 | OU      | $-1312.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1354619 | OU      | $1630.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4365279087 | OU      | $-423986.01   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   20945452 | OU      | $-48982.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   59666291 | OU      | $-179458.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2883653 | OU      | $-45916.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2582309 | OU      | $-2155.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   21461615 | OU      | $-66463.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   59065974 | OU      | $-133006.26   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3140286 | OU      | $-34121.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     542191 | OU      | $-7744.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1029120 | OU      | $-11313.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     898582 | OU      | $-2433.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2255697 | OU      | $-9874.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   38478179 | OU      | $-116577.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1512145449 | OU      | $-175803.47   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    9878063 | OU      | $-139490.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   25611076 | OU      | $-326766.26   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18545366 | OU      | $-333390.32   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   41624764 | OU      | $-489291.58   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     977734 | OU      | $-2074.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   50042354 | OU      | $-11276.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   33833103 | OU      | $-378445.07   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2344445 | OU      | $-15961.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     364478 | OU      | $-3318.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3916414 | OU      | $2809.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3581033 | OU      | $9100.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   31524989 | OU      | $-99866.59    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     668685 | OU      | $-2577.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2856190 | OU      | $-11158.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   35134257 | OU      | $-924.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer