# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-25-000889
**Filing Date:** 2025-9
**Character Count:** 276656
**Document Hash:** 8ba006efd78609bd03f1552bc6126a76
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-000889.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001004726-25-000889

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**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:** 251343777

**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 Global ex US Core Fixed Income ETF (Series ID: S000081783)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000244777 | Dimensional Global ex US Core Fixed Income ETF | DFGX            |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1032891109.84

**Total Liabilities:** $30919740.56

**Net Assets:** $1001971369.28

**Cash Not Reported:** $21495968.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1033.05870247 | **1-Year:** -22359.05859334 | **5-Year:** -144591.67457531 | **10-Year:** -323473.67571132 | **30-Year:** -27868.72790698

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244777 | 0.11%                | 0.68%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $133767.67               | $-3333968.30                               |
| Month 2  | $2032952.90              | $18664998.89                               |
| Month 3  | $-691280.77              | $-28690642.21                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $132383.06    | 0.01%             | 2025-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1579000 | PA      | $1573409.39   | 0.16%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      20442 | OU      | $153.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1266096 | OU      | $-23702.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | MANITOBA PROVINCE OF                            | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |    3352000 | PA      | $2138951.35   | 0.21%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $242878.59    | 0.02%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     163941 | OU      | $1706.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                         | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    1499000 | PA      | $2051436.06   | 0.20%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $408190.51    | 0.04%             | 2029-06-11      | Fixed         | 5.50%                 | 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      | $319458.06    | 0.03%             | 2032-05-03      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    6600000 | PA      | $7920589.21   | 0.79%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corporation                   | NORTHERN TERRITORY TREASURY CORP                | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |    3100000 | PA      | $2038384.33   | 0.20%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |     394000 | PA      | $227182.42    | 0.02%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1164645.59   | 0.12%             | 2030-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                      | FRENCH REPUBLIC GOVERNMENT BOND OAT             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     486000 | PA      | $553463.70    | 0.06%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    4475000 | PA      | $5067901.98   | 0.51%             | 2032-08-03      | Fixed         | 3.13%                 | 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      | $912691.54    | 0.09%             | 2028-01-13      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2154822 | OU      | $14767.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $73598.66     | 0.01%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance B.V.                  | MERCEDES BENZ INTERNATIONAL FINANCE BV          | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      69000 | PA      | $82134.52     | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     216000 | PA      | $234912.75    | 0.02%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                         | TELUS CORP                                      | CUSIP: 87971MAU7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    2350000 | PA      | $1684119.92   | 0.17%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CTP N.V.                                                  | CTP NV                                          | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |    1008000 | PA      | $1010687.52   | 0.10%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1600000 | PA      | $1352306.97   | 0.13%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1728597.36   | 0.17%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    4000000 | PA      | $4583458.54   | 0.46%             | 2027-06-17      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   32769592 | OU      | $464154.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     325000 | PA      | $427432.52    | 0.04%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      31000 | PA      | $42759.63     | 0.00%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1203000 | PA      | $1375887.69   | 0.14%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                  | DIGITAL DUTCH FINCO BV                          | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1806000 | PA      | $2074897.94   | 0.21%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Valtioneuvosto                                            | FINLAND GOVERNMENT BOND                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     435000 | PA      | $438291.21    | 0.04%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | VEOLIA ENVIRONNEMENT SA                         | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      40000 | PA      | $54859.94     | 0.01%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3064338 | OU      | $-70576.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1575408 | OU      | $-4714.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     201823 | OU      | $3368.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW International Investment B.V.                         | BMW INTERNATIONAL INVESTMENT BV                 | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |    2488000 | PA      | $2802404.28   | 0.28%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4626302 | OU      | $-99940.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1282649.75   | 0.13%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    1028000 | PA      | $1215864.20   | 0.12%             | 2034-05-21      | Fixed         | 3.98%                 | 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        |    1798000 | PA      | $1507800.78   | 0.15%             | 2039-01-31      | Fixed         | 1.12%                 | 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      | $276369.75    | 0.03%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $133393.43    | 0.01%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2439847 | OU      | $9201.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NATWEST MARKETS PLC                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     217000 | PA      | $244810.20    | 0.02%             | 2027-03-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     417000 | PA      | $482156.54    | 0.05%             | 2029-07-26      | 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      | $235366.39    | 0.02%             | 2034-01-22      | Fixed         | 3.75%                 | 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      | $320910.43    | 0.03%             | 2030-09-04      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     767000 | PA      | $779542.03    | 0.08%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $982684.75    | 0.10%             | 2035-03-08      | 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        |    4800000 | PA      | $5499461.38   | 0.55%             | 2027-05-19      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6000000 | PA      | $3880525.12   | 0.39%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3762514372 | OU      | $344341.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4400000 | OU      | $19188.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                             | ALIMENTATION COUCHE TARD INC                    | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $118365.51    | 0.01%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $698933.51    | 0.07%             | 2032-01-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                | NETHERLANDS GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     242000 | PA      | $246604.74    | 0.02%             | 2030-07-15      | None          | 0.00%                 | Yes           |                  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      | $808766.43    | 0.08%             | 2029-01-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corporation                   | WESTERN AUSTRALIAN TREASURY CORP                | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              |  | AU        |    1000000 | PA      | $514860.03    | 0.05%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                  | MAGNA INTERNATIONAL INC                         | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |     725000 | PA      | $873386.00    | 0.09%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7144216 | OU      | $95656.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    7874000 | PA      | $6570456.15   | 0.66%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                            | AUTOSTRADE PER L ITALIA SPA                     | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |    3250000 | PA      | $3470320.77   | 0.35%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                               | GLAXOSMITHKLINE CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     950000 | PA      | $1355416.22   | 0.14%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NORFINA LIMITED                                           | NORFINA LTD                                     | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3224716.06   | 0.32%             | 2029-09-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4288445 | OU      | $-48532.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   22723716 | OU      | $394735.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    2600000 | PA      | $1957216.74   | 0.20%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                      | KONINKLIJKE KPN NV                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      50000 | PA      | $69053.86     | 0.01%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                    | GENERAL MOTORS FINANCIAL CO INC                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     390000 | PA      | $451824.19    | 0.05%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1703478 | OU      | $-46628.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   13100000 | PA      | $9362394.85   | 0.93%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     600000 | PA      | $494403.82    | 0.05%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130253.45    | 0.01%             | 2036-01-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $2858220.14   | 0.29%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                         | TELUS CORP                                      | CUSIP: 87971MCB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $118097.26    | 0.01%             | 2030-09-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $127089.99    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1035950000 | PA      | $6934074.31   | 0.69%             | 2032-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | EXPERIAN FINANCE PLC                            | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |     530000 | PA      | $608623.09    | 0.06%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    8000000 | PA      | $6525217.89   | 0.65%             | 2037-03-05      | Fixed         | 5.70%                 | 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      | $456783.09    | 0.05%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $122902.35    | 0.01%             | 2030-06-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   11800000 | PA      | $8740731.26   | 0.87%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $773683.11    | 0.08%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    2700000 | PA      | $2412031.84   | 0.24%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    3600000 | PA      | $2277246.39   | 0.23%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     521146 | OU      | $25137.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1460890 | OU      | $-14254.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     210000 | PA      | $245723.49    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL - SPA                                                | ENEL SPA                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $524188.97    | 0.05%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $641323.48    | 0.06%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1147041.92   | 0.11%             | 2026-12-18      | Floating      | 2.44%                 | 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      | $2065712.03   | 0.21%             | 2034-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                   | VIER GAS TRANSPORT GMBH                         | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122555.77    | 0.01%             | 2032-09-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     570000 | PA      | $302010.16    | 0.03%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      64000 | PA      | $78949.10     | 0.01%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1801965.42   | 0.18%             | 2026-10-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   12068872 | OU      | $77055.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     200000 | PA      | $242372.71    | 0.02%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     884000 | PA      | $638125.81    | 0.06%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     386000 | PA      | $254313.75    | 0.03%             | 2034-03-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.              | FIDELITY NATIONAL INFORMATION SERVICES INC      | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1224300.83   | 0.12%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    3211000 | PA      | $3916637.57   | 0.39%             | 2033-05-20      | Fixed         | 4.42%                 | 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        |     100000 | PA      | $130821.56    | 0.01%             | 2035-02-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                          | AIR PRODUCTS AND CHEMICALS INC                  | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     720000 | PA      | $851392.83    | 0.08%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                             | BNG BANK NV                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     400000 | PA      | $466658.74    | 0.05%             | 2038-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | HEIDELBERG MATERIALS AG                         | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |    1224000 | PA      | $1443074.03   | 0.14%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235116.23    | 0.02%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    6000000 | PA      | $4536790.71   | 0.45%             | 2037-06-02      | Fixed         | 4.70%                 | 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      | $1126325.90   | 0.11%             | 2030-10-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     215000 | PA      | $256102.70    | 0.03%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $239723.25    | 0.02%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                       | BMW US CAPITAL LLC                              | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |    3256000 | PA      | $3676909.79   | 0.37%             | 2034-02-02      | 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        |    5558000 | PA      | $3551564.72   | 0.35%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     294055 | OU      | $4636.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |     480000 | PA      | $316303.79    | 0.03%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     544000 | PA      | $500293.21    | 0.05%             | 2033-09-01      | Fixed         | 0.75%                 | 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      | $326324.83    | 0.03%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3326400000 | PA      | $19285582.86  | 1.92%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     557000 | PA      | $574905.06    | 0.06%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $119060.66    | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     903737 | OU      | $8945.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC.                                                 | VISA INC                                        | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    4457000 | PA      | $5118717.96   | 0.51%             | 2033-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     250000 | PA      | $289687.61    | 0.03%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                         | INTERNATIONAL FINANCE CORP                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |     600000 | PA      | $286313.06    | 0.03%             | 2035-04-15      | Fixed         | 1.50%                 | 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      | $347172.22    | 0.03%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     182000 | PA      | $213787.97    | 0.02%             | 2032-05-17      | Fixed         | 3.75%                 | 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      | $111101.57    | 0.01%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657BC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $116534.22    | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    5400000 | PA      | $3887781.27   | 0.39%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                        | FAIRFAX FINANCIAL HOLDINGS LTD                  | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $111765.71    | 0.01%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     269067 | OU      | $4745.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                             | UNICREDIT SPA                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    2889000 | PA      | $3414476.14   | 0.34%             | 2034-03-05      | Fixed         | 4.00%                 | 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      | $152280.76    | 0.02%             | 2034-02-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1042569 | OU      | $-14737.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                           | CANADIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -2620948 | OU      | $-21161.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3523050811 | OU      | $1165072.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     656000 | PA      | $766851.13    | 0.08%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | AKER BP ASA                                     | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |    2882000 | PA      | $3355629.13   | 0.33%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2500000 | PA      | $1812357.60   | 0.18%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     233000 | PA      | $279682.42    | 0.03%             | 2033-08-29      | Fixed         | 4.00%                 | 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        |    1000000 | PA      | $1198434.79   | 0.12%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                        | TIMKEN CO THE                                   | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $5548275.88   | 0.55%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                | TORONTO DOMINION BANK THE                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     152000 | PA      | $177372.02    | 0.02%             | 2031-04-16      | Fixed         | 3.56%                 | 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      | $156274.68    | 0.02%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   10909062 | OU      | $74026.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1069750.60   | 0.11%             | 2035-06-17      | Fixed         | 4.25%                 | 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      | $768829.07    | 0.08%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96258.94     | 0.01%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    4400000 | PA      | $4979855.95   | 0.50%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     184000 | PA      | $210869.06    | 0.02%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4680123 | OU      | $73904.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1699743.28   | 0.17%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $461758.30    | 0.05%             | 2031-02-25      | Fixed         | 3.00%                 | 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      | $202811.22    | 0.02%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $210920.87    | 0.02%             | 2043-05-25      | Fixed         | 3.40%                 | 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        |    1100000 | PA      | $1313270.39   | 0.13%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     500000 | PA      | $567758.23    | 0.06%             | 2033-03-20      | Fixed         | 3.12%                 | 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      | $1181908.37   | 0.12%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118287.93    | 0.01%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $3030912.95   | 0.30%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -2561072 | OU      | $-128473.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | APPLE INC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     800000 | PA      | $1021163.41   | 0.10%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                     | VOLKSWAGEN INTERNATIONAL FINANCE NV             | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $680508.62    | 0.07%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     350000 | PA      | $316336.83    | 0.03%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3654804575 | OU      | $1196245.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXIA SA                                                  | DEXIA SA                                        | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |    3100000 | PA      | $4119480.98   | 0.41%             | 2026-03-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                            | COMMONWEALTH BANK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1200000 | PA      | $779232.02    | 0.08%             | 2028-08-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     491000 | PA      | $332543.25    | 0.03%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    2371000 | PA      | $2729293.11   | 0.27%             | 2033-04-09      | 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      | $113773.96    | 0.01%             | 2035-03-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   39467144 | OU      | $1461767.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORPORATION                                | NESTLE CAPITAL CORP                             | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1781669.32   | 0.18%             | 2036-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    9110000 | PA      | $3970037.54   | 0.40%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    1203000 | PA      | $1124836.88   | 0.11%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    1374000 | PA      | $1544954.61   | 0.15%             | 2037-01-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     750000 | PA      | $722317.20    | 0.07%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $472205.75    | 0.05%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Continental Aktiengesellschaft                            | CONTINENTAL AG                                  | CUSIP: ZN5945862<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      60000 | PA      | $70426.63     | 0.01%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7200000 | PA      | $5329057.18   | 0.53%             | 2032-06-02      | Fixed         | 3.95%                 | 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      | $118433.55    | 0.01%             | 2033-01-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     587000 | PA      | $608577.43    | 0.06%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1200000 | PA      | $783187.82    | 0.08%             | 2027-11-11      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LE9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1946000 | PA      | $2373940.50   | 0.24%             | 2038-02-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      83553 | OU      | $1215.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1450928.57   | 0.14%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2122946.73   | 0.21%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   62070225 | OU      | $-1729014.49  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                           | INTER AMERICAN DEVELOPMENT BANK                 | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |     175000 | PA      | $240642.80    | 0.02%             | 2030-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | HALEON UK CAPITAL PLC                           | CUSIP: N/A<br>LEI: 5493004B26DRJNN0OV17       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $160525.04    | 0.02%             | 2038-03-29      | Fixed         | 3.38%                 | 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      | $246917.86    | 0.02%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   23692391 | OU      | $17028.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung | VOLKSWAGEN LEASING GMBH                         | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     638000 | PA      | $781716.53    | 0.08%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                  | BAYER AG                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      50000 | PA      | $61199.51     | 0.01%             | 2033-05-26      | Fixed         | 4.62%                 | 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      | $405345.93    | 0.04%             | 2036-09-03      | Fixed         | 4.06%                 | 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        |     730000 | PA      | $1038113.68   | 0.10%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ARCELORMITTAL SA                                | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114777.37    | 0.01%             | 2031-12-13      | 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      | $2591255.74   | 0.26%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113627.87    | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | 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      | $241298.19    | 0.02%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     296000 | PA      | $292532.06    | 0.03%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | CHUBB INA HOLDINGS INC                          | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1121029.15   | 0.11%             | 2038-03-15      | 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        |    2930000 | PA      | $1435797.34   | 0.14%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     570000 | PA      | $760948.42    | 0.08%             | 2035-04-05      | Fixed         | 5.75%                 | 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      | $275978.08    | 0.03%             | 2030-04-15      | Fixed         | 0.80%                 | 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      | $86811.15     | 0.01%             | 2039-05-31      | Fixed         | 1.53%                 | 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      | $212935.57    | 0.02%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $98794.29     | 0.01%             | 2032-07-12      | Fixed         | 1.12%                 | 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        |    1200000 | PA      | $1399303.73   | 0.14%             | 2033-09-07      | Fixed         | 3.50%                 | 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      | $907147.12    | 0.09%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1618871 | OU      | $-52762.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                              | UNIBAIL RODAMCO WESTFIELD SE                    | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115242.31    | 0.01%             | 2034-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     500000 | PA      | $542582.14    | 0.05%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | GENERAL ELECTRIC CO                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1268306.83   | 0.13%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     933132 | OU      | $1200.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1224976.22   | 0.12%             | 2033-10-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   22691110 | OU      | $-30256.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3046476 | OU      | $36277.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                              | ACTION LOGEMENT SERVICES                        | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $3033928.64   | 0.30%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                              | SEGRO PLC                                       | CUSIP: YV8038288<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              | CORP              | GB        |     810000 | PA      | $924832.42    | 0.09%             | 2032-09-24      | Fixed         | 3.50%                 | 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      | $1997028.64   | 0.20%             | 2028-05-26      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE CORPORATION                      | TASMANIAN PUBLIC FINANCE CORP                   | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              |  | AU        |    3675000 | PA      | $2221856.41   | 0.22%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $365072.52    | 0.04%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $3206474.46   | 0.32%             | 2025-12-18      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   16397471 | OU      | $-220955.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1100125 | OU      | $-41279.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets B.V.                                   | BP CAPITAL MARKETS BV                           | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    1123000 | PA      | $1354310.35   | 0.14%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      42017 | OU      | $-668.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   16005959 | OU      | $601360.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                       | INVESTOR AB                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     305000 | PA      | $340363.43    | 0.03%             | 2032-06-10      | Fixed         | 2.75%                 | 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      | $935516.44    | 0.09%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2765745 | OU      | $54436.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KommuneKredit                                             | KOMMUNEKREDIT                                   | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              |  | DK        |    1000000 | PA      | $1120554.83   | 0.11%             | 2038-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                             | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | AU        |    1881000 | PA      | $1142592.81   | 0.11%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170778.55    | 0.02%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     757000 | PA      | $545390.72    | 0.05%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                             | NATIONAL GAS TRANSMISSION PLC                   | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $133505.60    | 0.01%             | 2034-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114802.93    | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | HOLDING D INFRASTRUCTURES DE TRANSPOR           | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2054773.09   | 0.21%             | 2029-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                       | COMCAST CORP                                    | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     426000 | PA      | $527621.14    | 0.05%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     343000 | PA      | $389679.92    | 0.04%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     274119 | OU      | $3674.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   36777781 | OU      | $233687.67    | 0.02%             |  |  |  | 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      | $309076.99    | 0.03%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                              | TELEFONICA EMISIONES SA                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1421824.53   | 0.14%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      76000 | PA      | $72069.69     | 0.01%             | 2034-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  103804060 | OU      | $34413.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    4000000 | PA      | $3018306.75   | 0.30%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     700000 | PA      | $495227.66    | 0.05%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                 | AUSTRALIA GOVERNMENT BOND                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2114000 | PA      | $1256536.69   | 0.13%             | 2033-11-21      | Fixed         | 3.00%                 | 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      | $118160.66    | 0.01%             | 2031-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1215000 | PA      | $1273654.00   | 0.13%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $176563.86    | 0.02%             | 2034-02-15      | Fixed         | 3.75%                 | 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      | $1377293.31   | 0.14%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                 | COLGATE PALMOLIVE CO                            | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     395000 | PA      | $394259.48    | 0.04%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ville de Montreal                                         | CITY OF MONTREAL CANADA                         | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     800000 | PA      | $595797.62    | 0.06%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $222573.51    | 0.02%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                        | ALTRIA GROUP INC                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $3023701.99   | 0.30%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                             | NEW SOUTH WALES TREASURY CORP                   | CUSIP: BJ1619839<br>LEI: N/A                  | Long             | DBT              |  | AU        |   11000000 | PA      | $4749839.04   | 0.47%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     227578 | OU      | $440.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   25862442 | OU      | $344152.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                | ROGERS COMMUNICATIONS INC                       | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2650000 | PA      | $2082680.92   | 0.21%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3598899565 | OU      | $438749.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT AS                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     441000 | PA      | $521883.74    | 0.05%             | 2029-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | WENDEL SE                                       | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $481432.99    | 0.05%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ville de Montreal                                         | CITY OF MONTREAL CANADA                         | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     800000 | PA      | $592238.98    | 0.06%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    1400000 | PA      | $1554345.47   | 0.16%             | 2037-06-22      | Fixed         | 3.25%                 | 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      | $1155572.44   | 0.12%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   16296312 | OU      | $543956.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5718980 | OU      | $164813.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung    | VOLKSWAGEN BANK GMBH                            | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1090820.18   | 0.11%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | BOUYGUES SA                                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $765636.89    | 0.08%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    2000000 | PA      | $2678699.92   | 0.27%             | 2027-01-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                       | GENERAL MILLS INC                               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1971282.06   | 0.20%             | 2034-04-23      | Fixed         | 3.85%                 | 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      | $195351.05    | 0.02%             | 2034-11-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     200000 | PA      | $250377.95    | 0.02%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1388900000 | PA      | $9068664.71   | 0.91%             | 2027-12-20      | Fixed         | 0.10%                 | 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      | $466374.98    | 0.05%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     228000 | PA      | $175127.35    | 0.02%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                   | ANHEUSER BUSCH INBEV SA NV                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1650000 | PA      | $1897444.52   | 0.19%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                     | SELP FINANCE SARL                               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |    2004000 | PA      | $2112923.81   | 0.21%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    1556000 | PA      | $1498843.71   | 0.15%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15528379 | OU      | $446982.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   11531666 | OU      | $33742.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     350000 | PA      | $434948.64    | 0.04%             | 2041-12-03      | Fixed         | 5.62%                 | 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        |    1700000 | PA      | $1108826.52   | 0.11%             | 2027-11-04      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    4721000 | PA      | $5583173.28   | 0.56%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | DEUTSCHE TELEKOM AG                             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      22000 | PA      | $25656.79     | 0.00%             | 2034-02-06      | 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        |     361000 | PA      | $399918.14    | 0.04%             | 2030-01-16      | Fixed         | 2.25%                 | 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        |    6500000 | PA      | $7454760.73   | 0.74%             | 2027-05-21      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                | ENI SPA                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    2348000 | PA      | $2740652.32   | 0.27%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |     200000 | PA      | $187119.26    | 0.02%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | NYKREDIT REALKREDIT AS                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $116774.51    | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | 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        |    5600000 | PA      | $3632954.75   | 0.36%             | 2029-02-05      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT FIVE YEAR BOND                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1404900000 | PA      | $9169960.93   | 0.92%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |     527000 | PA      | $647258.60    | 0.06%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                              | FISERV INC                                      | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     700000 | PA      | $850378.17    | 0.08%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     468000 | PA      | $441823.51    | 0.04%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     473000 | PA      | $503279.80    | 0.05%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                      | KONINKLIJKE KPN NV                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1626565.03   | 0.16%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    3021000 | PA      | $3559226.08   | 0.36%             | 2034-05-05      | Fixed         | 4.00%                 | 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      | $340488.90    | 0.03%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                           | E ON INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     250000 | PA      | $355311.77    | 0.04%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    4900000 | PA      | $5603781.58   | 0.56%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                 | BP CAPITAL MARKETS PLC                          | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     857000 | PA      | $1148168.21   | 0.11%             | 2038-05-25      | Fixed         | 5.77%                 | 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      | $80508.61     | 0.01%             | 2029-03-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                      | PROVINCE OF MANITOBA CANADA                     | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    6000000 | PA      | $4442313.12   | 0.44%             | 2038-03-05      | Fixed         | 4.60%                 | 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      | $148603.11    | 0.01%             | 2028-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    2903000 | PA      | $3314947.80   | 0.33%             | 2036-05-30      | Fixed         | 3.50%                 | 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      | $203020.54    | 0.02%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                | AMERICAN TOWER CORP                             | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1360992.40   | 0.14%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     865000 | PA      | $1037543.83   | 0.10%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3874379 | OU      | $83681.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                               | IMPERIAL BRANDS FINANCE PLC                     | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    4279000 | PA      | $4866319.41   | 0.49%             | 2034-02-12      | Fixed         | 3.88%                 | 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      | $1569912.51   | 0.16%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5425902 | OU      | $-64372.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6141484 | OU      | $82527.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     392000 | PA      | $392302.50    | 0.04%             | 2026-04-30      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $565218.61    | 0.06%             | 2044-03-06      | 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        |     800000 | PA      | $946181.96    | 0.09%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1678860.64   | 0.17%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     451000 | PA      | $247403.04    | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | NATIONAL GRID PLC                               | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     772000 | PA      | $857042.95    | 0.09%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE CANADA INC.                         | DAIMLER TRUCK FINANCE CANADA INC                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |     243000 | PA      | $173872.74    | 0.02%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                  | MACQUARIE GROUP LTD                             | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $183909.97    | 0.02%             | 2030-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $235721.01    | 0.02%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   38898942 | OU      | $1351735.86   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                             | PEPSICO INC                                     | CUSIP: 713448FK9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     300000 | PA      | $362142.06    | 0.04%             | 2034-07-22      | Fixed         | 3.55%                 | 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      | $295811.23    | 0.03%             | 2030-07-10      | Fixed         | 4.00%                 | 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        |    6029000 | PA      | $6925061.10   | 0.69%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | NATIONWIDE BUILDING SOCIETY                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $791114.89    | 0.08%             | 2028-03-15      | Fixed         | 5.35%                 | 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      | $242071.23    | 0.02%             | 2030-12-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    2000000 | PA      | $1305327.11   | 0.13%             | 2031-06-18      | Fixed         | 1.55%                 | 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      | $411843.51    | 0.04%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ireland                                                   | IRELAND GOVERNMENT BOND                         | CUSIP: BJ9474542<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     254000 | PA      | $258890.10    | 0.03%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | SANOFI                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $323336.27    | 0.03%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | MIZUHO FINANCIAL GROUP INC                      | CUSIP: BY7414224<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1015000 | PA      | $1209123.79   | 0.12%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5750000 | OU      | $86983.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                  | GENERAL ELECTRIC CO                             | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      92000 | PA      | $110143.08    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | 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      | $406460.21    | 0.04%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    1621000 | PA      | $2095883.55   | 0.21%             | 2038-12-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     606000 | PA      | $577490.17    | 0.06%             | 2037-11-02      | Fixed         | 1.75%                 | 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      | $464734.77    | 0.05%             | 2029-05-09      | Fixed         | 0.88%                 | 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        |    1243000 | PA      | $1528157.89   | 0.15%             | 2033-09-12      | Fixed         | 4.67%                 | 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      | $399578.28    | 0.04%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                             | PRUDENTIAL PLC                                  | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $103381.41    | 0.01%             | 2029-05-11      | Fixed         | 5.88%                 | 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      | $438771.10    | 0.04%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KfW                                                       | KREDITANSTALT FUER WIEDERAUFBAU                 | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              |  | DE        |     123000 | PA      | $176349.19    | 0.02%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NATWEST MARKETS PLC                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115498.48    | 0.01%             | 2030-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2527213 | OU      | $72644.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                    | TELEFONICA EUROPE BV                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      31000 | PA      | $41184.65     | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105133.47    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    2225000 | PA      | $2543440.81   | 0.25%             | 2032-02-17      | Fixed         | 2.88%                 | 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      | $356387.44    | 0.04%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                  | PROVINCE OF SASKATCHEWAN CANADA                 | CUSIP: ZB7805847<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |     800000 | PA      | $919639.11    | 0.09%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     124000 | PA      | $177023.20    | 0.02%             | 2032-06-07      | Fixed         | 5.62%                 | 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      | $1249496.22   | 0.12%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3411227079 | OU      | $968208.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     300000 | PA      | $274732.27    | 0.03%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $989959.76    | 0.10%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     911000 | PA      | $596001.26    | 0.06%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  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      | $117665.48    | 0.01%             | 2029-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: BY8970679<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |     100000 | PA      | $114781.54    | 0.01%             | 2025-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                      | MOLNLYCKE HOLDING AB                            | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |    2825000 | PA      | $3337595.12   | 0.33%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                    | MCDONALD S CORP                                 | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     190000 | PA      | $266736.07    | 0.03%             | 2032-04-23      | Fixed         | 5.88%                 | 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      | $233039.40    | 0.02%             | 2032-06-15      | Fixed         | 3.56%                 | 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      | $866036.95    | 0.09%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E ON SE                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     131000 | PA      | $150291.02    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                           | CAIXABANK SA                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1358855.02   | 0.14%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | HYDRO QUEBEC                                    | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1900000 | PA      | $1639781.56   | 0.16%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1299088 | OU      | $65645.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $192124.41    | 0.02%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.             | ACCIONA ENERGIA FINANCIA                        | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2738195.35   | 0.27%             | 2031-04-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $663860.26    | 0.07%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $3764500.01   | 0.38%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    1275000 | PA      | $1609508.93   | 0.16%             | 2041-02-13      | 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        |    1225000 | PA      | $1202438.56   | 0.12%             | 2031-11-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                           | NATIONAL AUSTRALIA BANK LTD                     | CUSIP: ZK4883987<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $3703003.55   | 0.37%             | 2028-05-12      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | RF                | GB        |     589000 | PA      | $766371.00    | 0.08%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | SUMITOMO MITSUI FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     300000 | PA      | $346649.45    | 0.03%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    1980000 | PA      | $1024330.91   | 0.10%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    2574000 | PA      | $2988985.03   | 0.30%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.               | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV       | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      41000 | PA      | $50727.93     | 0.01%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION               | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1873000 | PA      | $2126225.25   | 0.21%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $115536.54    | 0.01%             | 2031-08-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   28813545 | OU      | $-74748.68    | -0.01%            |  |  |  | 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      | $2388005.10   | 0.24%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | DEUTSCHE TELEKOM 3 25 03 20 36                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1695739.94   | 0.17%             | 2036-03-20      | Fixed         | 3.25%                 | 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      | $114195.36    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -679304 | OU      | $-17338.61    | -0.00%            |  |  |  | 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      | $281181.11    | 0.03%             | 2034-08-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWO YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  837850000 | PA      | $5558275.58   | 0.55%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     900000 | PA      | $1119940.09   | 0.11%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1563567 | OU      | $47671.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJETS EPN                            | SOCIETE DES GRANDS PROJETS EPIC                 | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              |  | FR        |    3000000 | PA      | $2865420.21   | 0.29%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                           | WP CAREY INC                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    1984000 | PA      | $2353898.73   | 0.23%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2346880 | OU      | $10515.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                      | KONINKLIJKE KPN NV                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112609.71    | 0.01%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1759350000 | PA      | $11608588.66  | 1.16%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3702572 | OU      | $34136.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                | EAST JAPAN RAILWAY CO                           | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      50000 | PA      | $67355.42     | 0.01%             | 2033-04-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5803632 | OU      | $88113.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia S.A                                | NATURGY FINANCE IBERIA SA                       | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1596215.61   | 0.16%             | 2034-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -617355 | OU      | $-11527.28    | -0.00%            |  |  |  | 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      | $1086452.12   | 0.11%             | 2036-03-03      | Fixed         | 4.25%                 | 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      | $106788.64    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2318840 | OU      | $23413.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                          | NEDERLANDSE WATERSCHAPSBANK NV                  | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              |  | NL        |     400000 | PA      | $317366.55    | 0.03%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                      | PPG INDUSTRIES INC                              | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     921000 | PA      | $1049028.57   | 0.10%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    4122000 | PA      | $4671602.99   | 0.47%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1366879.89   | 0.14%             | 2040-04-30      | Fixed         | 7.00%                 | 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      | $1376589.22   | 0.14%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                      | GLOBAL PAYMENTS INC                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1861000 | PA      | $2232279.84   | 0.22%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                     | VODAFONE GROUP PLC                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      50000 | PA      | $70534.66     | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                         | TELUS CORP                                      | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    3721000 | PA      | $2569025.45   | 0.26%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $117538.20    | 0.01%             | 2027-05-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    3300000 | PA      | $3776928.12   | 0.38%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     487000 | PA      | $635704.70    | 0.06%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $526737.02    | 0.05%             | 2029-09-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2938671 | OU      | $18414.28     | 0.00%             |  |  |  | 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      | $227223.69    | 0.02%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  564550000 | PA      | $3905127.72   | 0.39%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    3333000 | PA      | $3636745.10   | 0.36%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PSP Capital Inc.                                          | PSP CAPITAL INC                                 | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $688178.75    | 0.07%             | 2034-07-02      | 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        |    1700000 | PA      | $1120680.42   | 0.11%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                     | HONEYWELL INTERNATIONAL INC                     | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     781000 | PA      | $897438.23    | 0.09%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26545874 | OU      | $62614.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   54226778 | OU      | $1410320.26   | 0.14%             |  |  |  | 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      | $2265357.42   | 0.23%             | 2039-07-03      | Fixed         | 2.38%                 | 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      | $1404389.98   | 0.14%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     967777 | OU      | $-3845.42     | -0.00%            |  |  |  | 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      | $894834.49    | 0.09%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                          | DEUTSCHE BANK AG                                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113201.63    | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $486274.21    | 0.05%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | CADENT FINANCE PLC                              | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $194831.68    | 0.02%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $390967.20    | 0.04%             | 2035-03-29      | Fixed         | 1.50%                 | 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      | $435433.12    | 0.04%             | 2030-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     374000 | PA      | $474122.04    | 0.05%             | 2031-08-29      | Fixed         | 5.12%                 | 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        |     400000 | PA      | $468508.50    | 0.05%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BMW Finance N.V.                                          | BMW FINANCE NV                                  | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     407000 | PA      | $467284.57    | 0.05%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                  | DOW CHEMICAL CO THE                             | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165595.61    | 0.02%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     104759 | OU      | $159.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY BOND                               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1039656.25   | 0.10%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                     | BANQUE FEDERATIVE DU CREDIT MUTUEL SA           | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $451348.32    | 0.05%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II S.A.                    | PROLOGIS INTERNATIONAL FUNDING II SA            | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    3250000 | PA      | $3703523.22   | 0.37%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    2700000 | PA      | $3313012.09   | 0.33%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW Finance N.V.                                          | BMW FINANCE NV                                  | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     243000 | PA      | $281206.48    | 0.03%             | 2034-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | PROLOGIS EURO FINANCE LLC                       | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     179000 | PA      | $221064.50    | 0.02%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     576000 | PA      | $733021.48    | 0.07%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enexis Holding N.V.                                       | ENEXIS HOLDING NV                               | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1065278.86   | 0.11%             | 2032-06-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SVENSKA HANDELSBANKEN AB                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     825000 | PA      | $875816.05    | 0.09%             | 2028-09-06      | Fixed         | 0.05%                 | 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      | $824324.57    | 0.08%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: ZM9903877<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $324580.21    | 0.03%             | 2028-02-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2831013 | OU      | $97934.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                       | BAT INTERNATIONAL FINANCE PLC                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     611000 | PA      | $824725.86    | 0.08%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | WELLS FARGO CO                                  | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     348000 | PA      | $436166.93    | 0.04%             | 2035-11-02      | Fixed         | 4.62%                 | 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        |     674000 | PA      | $890033.03    | 0.09%             | 2025-09-03      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     300000 | PA      | $338153.45    | 0.03%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7347777 | OU      | $-33847.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4613543.49   | 0.46%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    4000000 | PA      | $2986018.59   | 0.30%             | 2032-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                              | ACTION LOGEMENT SERVICES                        | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $214644.99    | 0.02%             | 2037-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $1707469.89   | 0.17%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANQUE SA                                         | BELFIUS BANK SA                                 | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $361274.98    | 0.04%             | 2029-09-12      | Fixed         | 4.12%                 | 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      | $118616.70    | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                           | SPAREBANK 1 SMN                                 | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |     400000 | PA      | $468430.41    | 0.05%             | 2029-05-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     485000 | PA      | $618142.97    | 0.06%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    2821000 | PA      | $3072280.23   | 0.31%             | 2030-03-18      | Fixed         | 1.50%                 | 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      | $1861903.30   | 0.19%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                            | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              |  | FR        |     580000 | PA      | $774033.56    | 0.08%             | 2035-01-31      | Fixed         | 5.25%                 | 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      | $648497.26    | 0.06%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     472000 | PA      | $548472.09    | 0.05%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                      | NESTLE FINANCE INTERNATIONAL LTD                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    2492000 | PA      | $2844251.19   | 0.28%             | 2032-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     788000 | PA      | $1067213.48   | 0.11%             | 2035-09-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |   19000000 | PA      | $13688850.31  | 1.37%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3437307.68   | 0.34%             | 2027-03-11      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                             | ENBRIDGE INC                                    | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $159988.79    | 0.02%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    7300000 | PA      | $5645111.57   | 0.56%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                     | COCA COLA CO THE                                | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     261000 | PA      | $256925.88    | 0.03%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1035697.03   | 0.10%             | 2033-05-27      | Fixed         | 3.12%                 | 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      | $231206.77    | 0.02%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     486000 | PA      | $484934.19    | 0.05%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5345196 | OU      | $53048.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $973392.95    | 0.10%             | 2029-02-26      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    2100000 | PA      | $1051757.71   | 0.10%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    8100000 | PA      | $6039657.16   | 0.60%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     250000 | PA      | $340791.92    | 0.03%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                       | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    6600000 | PA      | $7482683.66   | 0.75%             | 2034-06-22      | 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      | $2079552.62   | 0.21%             | 2036-01-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORP                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      50000 | PA      | $70817.25     | 0.01%             | 2028-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7090329 | OU      | $232026.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABN AMRO BANK NV                                | CUSIP: ZK6806853<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1866135.70   | 0.19%             | 2026-05-26      | Fixed         | 5.25%                 | 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      | $518599.64    | 0.05%             | 2034-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                       | KINGDOM OF BELGIUM GOVERNMENT BOND              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    3831000 | PA      | $3666550.70   | 0.37%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  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      | $43776.00     | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                       | PROVINCE OF ALBERTA CANADA                      | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    2600000 | PA      | $1936417.49   | 0.19%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TEN YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2875750000 | PA      | $17918906.31  | 1.79%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                               | GLAXOSMITHKLINE CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $103258.61    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | 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      | $225975.58    | 0.02%             | 2034-05-25      | Fixed         | 3.20%                 | 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      | $198827.15    | 0.02%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     951867 | OU      | $31636.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1061341.49   | 0.11%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                         | CAPITAL ONE FINANCIAL CORP                      | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1458216.93   | 0.15%             | 2029-06-12      | Fixed         | 1.65%                 | 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      | $357831.13    | 0.04%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3148796 | OU      | $27583.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corporation                                    | BROOKFIELD CORP                                 | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $71252.69     | 0.01%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     830000 | PA      | $607514.93    | 0.06%             | 2041-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    2734000 | PA      | $2823320.79   | 0.28%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3066900000 | PA      | $22040840.98  | 2.20%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | LAND BERLIN                                     | CUSIP: BV7390784<br>LEI: N/A                  | Long             | DBT              |  | DE        |    3215000 | PA      | $3723332.57   | 0.37%             | 2028-04-12      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS, INC.                                     | NESTLE HOLDINGS INC                             | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |     470000 | PA      | $639511.78    | 0.06%             | 2032-09-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                          | ORIX CORP                                       | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |    2301000 | PA      | $2624581.92   | 0.26%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -729511 | OU      | $-26023.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113531.34    | 0.01%             | 2032-02-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COFIROUTE SA                                              | COFIROUTE SA                                    | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113222.24    | 0.01%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                    | OMV AG                                          | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     150000 | PA      | $175032.94    | 0.02%             | 2031-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                          | PUBLIC STORAGE                                  | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     451000 | PA      | $445164.20    | 0.04%             | 2032-01-24      | 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      | $594007.76    | 0.06%             | 2033-04-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $218090.56    | 0.02%             | 2032-04-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                   | DUKE ENERGY CORP                                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     337000 | PA      | $393098.81    | 0.04%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |    6150000 | PA      | $6891931.89   | 0.69%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2348819.72   | 0.23%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | ASIAN DEVELOPMENT BANK                          | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |    3800000 | PA      | $5156991.19   | 0.51%             | 2029-05-23      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ville de Montreal                                         | CITY OF MONTREAL CANADA                         | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    3000000 | PA      | $2169295.87   | 0.22%             | 2034-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                     | BANCO SANTANDER SA                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $792475.34    | 0.08%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   32909801 | OU      | $315538.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY         | BRITISH TELECOMMUNICATIONS PLC                  | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $968305.80    | 0.10%             | 2037-06-23      | Fixed         | 6.38%                 | 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      | $239823.42    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | DIAGEO FINANCE PLC                              | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1889883.15   | 0.19%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                    | MACQUARIE BANK LTD                              | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    1058000 | PA      | $1383678.39   | 0.14%             | 2025-12-15      | Fixed         | 1.12%                 | 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      | $1067375.17   | 0.11%             | 2031-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                        | JOHNSON CONTROLS INTERNATIONAL PLC              | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1500000 | PA      | $1817689.83   | 0.18%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                       | SOCIETE GENERALE SA                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $109931.03    | 0.01%             | 2029-03-22      | Fixed         | 1.75%                 | 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        |    1500000 | PA      | $1850212.94   | 0.18%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1276119.55   | 0.13%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     300000 | PA      | $252323.31    | 0.03%             | 2037-02-04      | Fixed         | 0.40%                 | 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      | $114274.61    | 0.01%             | 2032-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1537726.91   | 0.15%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                             | ALPHABET INC                                    | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     489000 | PA      | $552826.03    | 0.06%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | WELLTOWER INC                                   | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1260019.18   | 0.13%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | SKANDINAVISKA ENSKILDA BANKEN AB                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    1350000 | PA      | $1550603.82   | 0.15%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                     | BOOKING HOLDINGS INC                            | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     306000 | PA      | $345555.64    | 0.03%             | 2037-11-21      | Fixed         | 3.75%                 | 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      | $372579.05    | 0.04%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     834745 | OU      | $11654.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | ORANGE SA                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $137028.85    | 0.01%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                         | FEDEX CORP                                      | CUSIP: 31428XCC8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188188.32    | 0.02%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1922150000 | PA      | $10250444.89  | 1.02%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                        | T MOBILE USA INC                                | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $231331.51    | 0.02%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| La Compagnie de Telephone Bell du Canada ou Bell Canada   | BELL TELEPHONE CO OF CANADA OR BELL CANADA      | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2263209.29   | 0.23%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                              | NASDAQ INC                                      | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1742126.46   | 0.17%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                             | ALPHABET INC                                    | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     886000 | PA      | $1013435.38   | 0.10%             | 2033-05-06      | Fixed         | 3.00%                 | 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      | $1805254.44   | 0.18%             | 2030-12-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT THIRTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  614250000 | PA      | $4378462.32   | 0.44%             | 2031-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                               | WESTPAC BANKING CORP                            | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1165336.48   | 0.12%             | 2029-05-14      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDECAUX SE                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $536299.74    | 0.05%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $547214.96    | 0.05%             | 2032-06-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                          | DEUTSCHE BAHN FINANCE GMBH                      | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |    4350000 | PA      | $4911976.63   | 0.49%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $466816.66    | 0.05%             | 2028-11-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                             | TRANSCANADA PIPELINES LTD                       | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $73852.40     | 0.01%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                       | GREAT BRITISH POUND                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -1009846 | OU      | $-42163.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE             | CUSIP: YO0367764<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1140943.18   | 0.11%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $163658.49    | 0.02%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                       | ITALY BUONI POLIENNALI DEL TESORO               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     512000 | PA      | $632020.65    | 0.06%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH      | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1500000 | PA      | $819960.60    | 0.08%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     449452 | OU      | $1888.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     380000 | PA      | $327069.44    | 0.03%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada          | CANADIAN NATL RY CO SR GLBL                     | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $292669.42    | 0.03%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                 | REALTY INCOME CORP                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4934000 | PA      | $6215352.30   | 0.62%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1138182.52   | 0.11%             | 2031-03-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235871.35    | 0.02%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Union                                            | EUROPEAN UNION                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     100000 | PA      | $111086.07    | 0.01%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1652249.64   | 0.16%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                        | AMERICAN HONDA FINANCE CORP                     | CUSIP: 026657AZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     631000 | PA      | $738473.35    | 0.07%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                | TENNESSEE VALLEY AUTHORITY                      | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     220000 | PA      | $302825.82    | 0.03%             | 2032-06-07      | 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        |    1750000 | PA      | $2038841.65   | 0.20%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CTP N.V.                                                  | CTP NV                                          | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $240937.23    | 0.02%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                  | KONINKLIJKE PHILIPS NV                          | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     788000 | PA      | $952204.59    | 0.10%             | 2031-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                      | FRANCE GOVT OF                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   18736000 | PA      | $16288936.57  | 1.63%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3482389.79   | 0.35%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1863888 | OU      | $-25930.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS GROUP AG                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     300000 | PA      | $298178.80    | 0.03%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                           | SPAIN GOVERNMENT BOND                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1831000 | PA      | $1566188.08   | 0.16%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                        | CREDIT AGRICOLE SA LONDON                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     400000 | PA      | $429373.52    | 0.04%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                             | EQUINIX INC                                     | CUSIP: 29444UBP0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $656202.80    | 0.07%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $124338.13    | 0.01%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1059489.09   | 0.11%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    1050000 | PA      | $1208879.64   | 0.12%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   53208409 | OU      | $2062078.16   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3581411118 | OU      | $1345708.90   | 0.13%             |  |  |  | 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      | $388122.94    | 0.04%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF RESEAU                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | FR        |      85000 | PA      | $108696.71    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                          | SHELL INTERNATIONAL FINANCE BV                  | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    4104000 | PA      | $4338314.39   | 0.43%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                    | BERKSHIRE HATHAWAY FINANCE CORP                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    7042000 | PA      | $6421977.28   | 0.64%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M CO                                           | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     232000 | PA      | $251820.66    | 0.03%             | 2030-05-15      | Fixed         | 1.75%                 | 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        |     400000 | PA      | $481723.95    | 0.05%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1549282 | OU      | $-801.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | BNP PARIBAS SA                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $2139521.45   | 0.21%             | 2034-02-13      | Fixed         | 4.09%                 | 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      | $455782.40    | 0.05%             | 2028-01-19      | Floating      | 4.86%                 | 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      | $822471.61    | 0.08%             | 2037-11-20      | Fixed         | 3.50%                 | 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      | $743457.22    | 0.07%             | 2034-11-21      | Fixed         | 4.50%                 | 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      | $4276469.91   | 0.43%             | 2029-03-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   10816873 | OU      | $179736.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   25360787 | OU      | $204194.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15818707 | OU      | $566562.26    | 0.06%             |  |  |  | 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        |     516000 | PA      | $608977.78    | 0.06%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5539347 | OU      | $53217.56     | 0.01%             |  |  |  | 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      | $411134.78    | 0.04%             | 2038-08-30      | Fixed         | 3.38%                 | 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      | $234131.58    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | 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        |   11531000 | PA      | $11701938.54  | 1.17%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     282000 | PA      | $375898.42    | 0.04%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Region Ile de France                                      | REGION OF ILE DE FRANCE                         | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |     100000 | PA      | $116491.08    | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    2100000 | PA      | $1730869.05   | 0.17%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                         | JAB HOLDINGS BV                                 | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1054898.63   | 0.11%             | 2034-04-25      | Fixed         | 4.38%                 | 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      | $121035.61    | 0.01%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  723950000 | PA      | $4954099.12   | 0.49%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     896000 | PA      | $1365505.25   | 0.14%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $227837.78    | 0.02%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                        | CPPIB CAPITAL INC                               | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |    1750000 | PA      | $2334401.72   | 0.23%             | 2026-06-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2177155 | OU      | $15734.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   10300000 | PA      | $4662640.68   | 0.47%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DSV Finance B.V.                                          | DSV FINANCE BV                                  | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    2103000 | PA      | $2388121.50   | 0.24%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1961654 | OU      | $-39378.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | ELECTRICITE DE FRANCE SA                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $985911.21    | 0.10%             | 2034-10-12      | Fixed         | 4.75%                 | 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      | $141319.50    | 0.01%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     600000 | PA      | $791038.43    | 0.08%             | 2026-01-14      | Fixed         | 3.38%                 | 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        |     500000 | PA      | $603002.83    | 0.06%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | EXXON MOBIL CORP                                | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     439000 | PA      | $478028.41    | 0.05%             | 2028-06-26      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   37078825 | OU      | $1025481.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                    | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $2113543.13   | 0.21%             | 2025-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                            | CITIGROUP INC                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1884146.75   | 0.19%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4471167 | OU      | $19636.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                       | ADIF ALTA VELOCIDAD                             | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              |  | ES        |    1300000 | PA      | $1508825.00   | 0.15%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                       | INVESTOR AB                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     601000 | PA      | $506700.69    | 0.05%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                           | BLACKROCK INC                                   | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |    4037000 | PA      | $4731968.64   | 0.47%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                | APA INFRASTRUCTURE LTD                          | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $98365.95     | 0.01%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II B.V.                                   | ALLIANZ FINANCE II BV                           | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $2435399.07   | 0.24%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                       | VOLKSWAGEN INTERNATIONAL FINANCE NV             | CUSIP: EK1614321<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111939.60    | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U S TREASURY NOTE                               | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1301376.71   | 0.13%             | 2026-07-31      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | EUROPEAN INVESTMENT BANK                        | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     500000 | PA      | $557534.98    | 0.06%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                         | KUNTARAHOITUS OYJ                               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |     231000 | PA      | $235316.00    | 0.02%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC                                    | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    2362000 | PA      | $2718815.06   | 0.27%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                   | AGENCE FRANCE LOCALE                            | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |    3900000 | PA      | $4432081.45   | 0.44%             | 2032-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |   14897000 | PA      | $7530794.33   | 0.75%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   11475757 | OU      | $-45232.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                        | DEUTSCHE BOERSE AG                              | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $103619.62    | 0.01%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                           | QUEENSLAND TREASURY CORP                        | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    5249000 | PA      | $2200770.56   | 0.22%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     134394 | OU      | $2134.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   13885000 | PA      | $6739746.92   | 0.67%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                             | ALIMENTATION COUCHE TARD INC                    | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |    3256000 | PA      | $3753865.65   | 0.37%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1484497 | OU      | $29724.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand                                               | NEW ZEALAND GOVERNMENT BOND                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    6130000 | PA      | $3571728.96   | 0.36%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    4900000 | PA      | $3744846.84   | 0.37%             | 2040-06-18      | Fixed         | 4.95%                 | 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      | $1162902.73   | 0.12%             | 2027-07-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $124897.85    | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | EUROCLEAR HOLDING NV                            | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $323841.40    | 0.03%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFM0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    5000000 | PA      | $3372029.94   | 0.34%             | 2031-05-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                 | SOUTHERN GAS NETWORKS PLC                       | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1617669.60   | 0.16%             | 2035-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     208674 | OU      | $1786.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                       | OP CORPORATE BANK PLC                           | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     350000 | PA      | $401175.79    | 0.04%             | 2027-03-28      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5000000 | OU      | $-56984.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA                              | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $359967.66    | 0.04%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAM S.P.A.                                               | SNAM SPA                                        | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2122999.79   | 0.21%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6600000 | PA      | $4720464.36   | 0.47%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan                                                     | JAPAN GOVERNMENT TWENTY YEAR BOND               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3936150000 | PA      | $20216267.27  | 2.02%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     662470 | OU      | $11916.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     943000 | PA      | $1055740.45   | 0.11%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                               | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     614000 | PA      | $706581.67    | 0.07%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  254644125 | OU      | $83450.72     | 0.01%             |  |  |  | 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      | $349363.72    | 0.03%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   28538346 | OU      | $349117.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | SWEDBANK AB                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     300000 | PA      | $360168.61    | 0.04%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                        | PROVINCE OF QUEBEC CANADA                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    9400000 | PA      | $7242327.58   | 0.72%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortis Inc.                                               | FORTIS INC CANADA                               | CUSIP: 349553AR8<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $393262.45    | 0.04%             | 2033-11-08      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | COOPERATIEVE RABOBANK UA AUSTRALIA              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3231927.17   | 0.32%             | 2029-07-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                  | MASTERCARD INC                                  | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108671.98    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | 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      | $872267.10    | 0.09%             | 2027-05-03      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      27464 | OU      | $-63.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | AYVENS SA                                       | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $355960.27    | 0.04%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2726449 | OU      | $-13708.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                   | ILE DE FRANCE MOBILITES                         | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    2500000 | PA      | $2817902.97   | 0.28%             | 2038-06-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | INTESA SANPAOLO SPA                             | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    2273000 | PA      | $3238495.63   | 0.32%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | NORDEA BANK ABP                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    1212000 | PA      | $1416041.31   | 0.14%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                   | CANADIAN IMPERIAL BANK OF COMMERCE              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     508000 | PA      | $669464.18    | 0.07%             | 2025-09-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI BANQUE SA                                   | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $470787.93    | 0.05%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                           | MOTABILITY OPERATIONS GROUP PLC                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     393000 | PA      | $525539.24    | 0.05%             | 2035-09-11      | Fixed         | 5.62%                 | 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      | $133614.63    | 0.01%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DSV Finance B.V.                                          | DSV FINANCE BV                                  | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $806766.33    | 0.08%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                               | PROVINCE OF ONTARIO CANADA                      | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    9500000 | PA      | $7008788.11   | 0.70%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     197424 | OU      | $2745.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia                              | PROVINCE OF BRITISH COLUMBIA CANADA             | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   10400000 | PA      | $7670672.31   | 0.77%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     177533 | OU      | $2.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                          | TREASURY CORP OF VICTORIA                       | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   11696000 | PA      | $7572248.06   | 0.76%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority           | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    5600000 | PA      | $2451343.07   | 0.24%             | 2040-05-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                               | U S DOLLARS                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    8985566 | OU      | $333215.58    | 0.03%             |  |  |  | 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      | $2607726.18   | 0.26%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                      | NEW SOUTH WALES TREASURY CORP                   | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2300000 | PA      | $1437329.70   | 0.14%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                 | AT T INC                                        | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     114000 | PA      | $138012.62    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer